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The interface bonding strength of thinly coated materials is difficult to be measured accurately owing to the size limitations of the coating layer. In this study, the interfaces bonding strength of an underwater explosive welded tungsten foil on ferritic steel was investigated by deep-notch-type micro-tensile tests and microscopic double-notch shear (DNS) compression tests. The micro-tensile tests were carried out using a focused ion beam (FIB) tensile system. The results showed that the tensile strength of the interface region near the ferritic steel was larger than that of the ferritic steel but weaker than that of the tungsten foil. The micro-DNS compression tests were conducted in both the tungsten and interface regions. The obtained shear strength of tungsten exhibited a strong size dependence as follows: the smaller the size, the higher the strength. Although interface specimens with a large gauge section area showed a shear strength similar to that of tungsten DNS specimens, an interface region specimen with an area of the gauge section of approximately 1 μm ² showed larger shear strengths (∼4.8 GPa) than the tungsten region (3.2 GPa). Observations of the bonding microstructure and fracture surface indicated that the obtained shear strength with 1 μm ² specimens corresponded to the interface bonding shear strength between tungsten and ferritic steel obtained by underwater explosive welding.