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The valid joining of aluminum and steel plays an important role in support structure of heat exchanger, which was widely used in chemical, automobile and aircraft industries, etc. In this work, in order to improve the connection of aluminum to steel joints, the friction stir welding (FSW) method was applied to weld a 3003 aluminum alloy to a 304 stainless steel. The microstructures, mechanical properties and fracture mechanism of FSWed joints were studied. The results showed that an optimal joint was obtained at the rotational speed of 200 rpm, the traverse speed of 30 mm/min and the offset of 3.0 mm. The distance of root incomplete penetration increased with the raise of offset and the rotational speed. The offset had a more significant effect on the microstructure of the welded joints compared with the rotational speed. Both the tensile property and the microhardness of the stir zone improved with the decrease of rotational speed at the offset of 3.0 mm. The FSWed joints firstly generated stress concentration at the weld root during loading. With the further increase of the load, the weld root cracked and finally broke in the stir zone.