Intermetallic compounds produced in laser additive manufacturing are the main factors restricting the joint performance of dissimilar metals. To solve this problem, a dual molten pool interface interlocking mechanism was proposed in this study. Based on a dual molten pool interface interlocking mechanism, the dissimilar metals, aluminum alloy and stainless steel, were produced as single-layer and multilayer samples, using the wire-feed laser additive manufacturing directed energy deposition technology. The preferred parameters for the dual molten pool interface interlocking mechanism process of the dissimilar metals, aluminum alloy and stainless steel, were obtained. The matching relationship between the interface connection of dissimilar metals and the process parameters was established. The results demonstrated excellent mechanical occlusion at the connection interface and no apparent intermetallic compound layer. Good feature size and high microhardness were observed under a laser power of 660 W, a wire feeding speed of 55 mm/s, and a platform moving speed of 10 mm/s. Molecular dynamics simulations demonstrated a faster rate of aluminum diffusion in the aluminum alloy substrate to stainless steel under the action of the initial contact force than without the initial contact force. Thus, the dual molten pool interface interlocking mechanism can effectively reduce the intermetallic compound layer when dissimilar metals are connected in the aerospace field.