The joining of tungsten to copper and the ongoing search for commercially viable production techniques is one of the challenging issues in the field of composite materials. The reason why this material combination is of essential importance is its ability to withstand erosion and high temperatures on the tungsten side and to remove big quantities of heat on the copper side. Due to the mismatch of thermal expansion and Young’s moduli, the direct joining of these two materials results in high residual and thermal stresses at the interface, ultimately reducing component lifetime. One potential answer to this problem is functionally graded structures of W and Cu, which smoothen the transition of material properties. The present study focuses on vacuum plasma spraying (120 mbar, Ar) of W/Cu-gradients and composites with defined mixing ratios. The influence of the fabrication process and the W:Cu ratio on the microstructure has been investigated and results from thermo-mechanical and thermo-physical results analyses are presented. Finite element modeling has been used to demonstrate the positive effect of gradients on the elastic and elastic–plastic response within two different model-geometries. Partial gradients, ranging from pure tungsten to 75 vol.% tungsten, exhibit the best results and improve the expected life-time performance significantly by reducing the stresses at both interfaces, W/FGM and FGM/Cu, compared to a reference interface between W and Cu.