Oxide dispersion strengthened(ODS) steels and W play an important role in plasma facing components(PFCs).However, complex multi-material structures in PFCs are manufactured by assembling discrete components using conventional techniques and subsequently fused together by a welding process, which creates weak interface zones with limited performance. In this study, a W/ODS-316L multi-material structures were integrally fabricated utilizing the laser powder bed fusion (LPBF) methodology. The study delves into the examination of interfacial diffusion characteristics, the underlying interfacial bonding mechanism, and the mechanical properties of the fabricated structures. The results showed that a good metallurgical bond in W/ODS-316L multi-material interfaces was attributed to Marangoni convection and the development of a keyhole during the forming process. These phenomena induced intensive elemental diffusion across the interface, resulting in a robust metallurgical bond. Furthermore, the presence of Y elements in the molten pool led to their attachment to the surface of un-melted W powder due to Marangoni convection. It caused abnormal diffusion of Y elements towards the pure W side of the interface. The Y element reduced the proportion of large-angle grain boundaries (LAGBs) of W close to the interface, from 36.44% to 18.90%, which further inhibited the initiation and extension of cracks. And the interfacial bonding strength reached 130.42 ± 3.27 MPa. Finally, the effect of W/steel composition gradient on the bonding phenomenon could provide a reference for the composition design and regulation of the bonding effect at multi-material interfaces. The utilization of LPBF technology for fabricating W/ODS-316L multi-material structures presents an alternative viable approach for PFC preparation.