W–Cu composites were produced by the technique of copper infiltration into tungsten fiber preforms (CITFP) under vacuum circumstance. Fibrous structure preforms with various volume fraction of tungsten fiber were fabricated by the process of mold pressing and sintering. The molten copper was infiltrated into the open pores of the preforms under vacuum at 1473K to 1573K for 1h to produce W–Cu composites with compositions of 10–30wt.% copper balanced with tungsten. The microstructure, relative densities, and thermal properties of the composites were investigated and measured. The relative as-sintered density was enhanced with the increase of the sintering temperature. The thermal conductivity of the W–Cu30 composite with 28.2wt.% Cu was 241W/(m·K) at 298K, 10% higher than that of the W–Cu alloy with similar copper content produced by conventional powder metallurgy process. The thermal expansion of the composites was decreased with the increase of tungsten content, keeping the same tendency as the prediction by the rule of weighted average of volume ratio of compositions.