The Y-W system has a positive heat of mixing of +24 kJ/mol, in which no metallic glass has so far been obtained. Beginning with multilayers, which consist of a number of interfaces, by solid-state reaction it is thus possible to synthesise some new alloys in this immiscible system. Considering the excess interfacial free energy, some Y-W metallic glasses were indeed obtained by thermal annealing in the specially designed multilayered films. Thermodynamically, a Gibbs-free-energy diagram was constructed by calculating the free energy curves of the amorphous phase and the multilayers with various fractions of interfaces. It turned out that while including a sufficient fraction of interfacial atoms, the initial energetic state of the multilayers was elevated to be higher than that of the amorphous state, giving a relevant explanation to the above unusual glass-forming behavior. It is expected that the above-described multilayer technique is able to synthesize new metallic glasses in other immiscible systems.