Interdiffusion and welding behaviors of a miscible pair of poly(methyl methacrylate)/poly(styreneran-acrylonitrile) (PMMA/SAN) laminates were investigated by energy-filtering transmission electron microscopy (EFTEM) and asymmetric double beam cantilever (ADBC) test. The composition variations across the interfaces were investigated using oxygen and nitrogen elemental maps and by electron energy loss spectroscopy. The composition profiles exhibited two-step gradients with a minimum gradient at the midpoint of the interfacial region. Welding experiments by ADBC test also showed an unusual toughness-thickness relationship where the toughness continued to increase even in the interfacial regions that are significantly thicker than the size of entanglement spacing. Both EFTEM analysis and ADBC test indicated that during the interdiffusion process the interfacial layer develops into entanglement structures that are mechanically more stable. The combination of EFTEM and ADBC tests provided us with a better understanding of the interfacial structures including entanglements.