In this paper, a typical interfacial structure sample between the materials Cr and Al was fabricated. To investigate the interfacial characteristics, the mechanical properties of the Cr/Al double interfacial structure were tested using the nanoindenter and the nanoscratch. The test results show that both of the values are easily influenced by the different depth h. In the nanoscratch experiment, the bilayer films are set off as two groups, one of which is tested after the thermal cycling load while the other is not. The test results show that the interface formation and the binding force in the interface can be easily influenced by the difference thermal characteristic of the each single film. The elastic modulus and the hardness of the bilayer films are investigated using the nanoindentation.