We report the observation of an unusual modulated structure with double-periodicity in the vapour deposited Fe-Al multilayers by X-ray diffraction analysis. Such structure appeared when the Fe layer thickness was between 2 and 6 nm with a fixed Al layer thickness of 8.5 nm. The diffraction analysis also revealed an alternative Al texture orientations associated with the double-periodicity. The alternative texture caused some difference in the Fe and Al layer density and might play a role in forming the double-periodicity, however, the major physical issues responsible for the unusual observations are still unclear and need further studies.