Thin films within the immiscible binary Cu-Mo system were synthetized by d.c. magnetron sputter co-deposition and studied over the entire composition range. In the as-deposited state, the alloy films present single-phase Cu(Mo) or Mo(Cu) solid solutions for low- or high Mo contents, respectively, or Cu- and Mo-rich dual-phase structures for intermediate Mo contents. Annealing up to temperatures of 500 °C was conducted to study microstructural stability, phase decomposition, stress, hardness, elastic modulus and electrical resistivity. The Cu(Mo) solid solution observed for low Mo contents provides remarkable thermal stability and improves the mechanical properties with a minimized impact on the electrical resistivity up to the investigated annealing temperatures. In contrast, the Cu- and Mo-rich dual-phase structures offer the possibility to benefit from the two constituents' thermo-mechanical properties within the miscibility gap; however, they are characterized by a reduced thermal stability.