During pulsed laser welding of AZ 31B magnesium (Mg) alloy and T2 pure copper (Cu), Cu2Mg and Mg2Cu are generated, but the bonding ability of the two compounds is usually weak, resulting in low strength. In order to improve the joint of two dissimilar metals, a zinc interlayer was inserted between the Mg alloy and Cu, and the effects of the thickness of the Zn interlayer on the microstructure and properties of the joint were studied. The fused zone consisted of Cu2Mg and MgZn, and, according to first-principles calculation, in the same energy range, the area enclosed by the density of the state curve of MgZn was larger than that of Cu2Mg. Hence, the bonding ability of MgZn was better than that of Cu2Mg, and MgZn improved the strength of the welded joint. The most advantageous thickness of the Zn interlayer was 0.1 mm, and the shear strength was 48.15 MPa that was 161% higher than that of the directly welded Mg/Cu joint.