Iron/alumina multilayers have been deposited on sapphire wafers using RF magnetron sputtering. To study the interdiffusion, the multilayers were annealed in a tubular furnace under a 10−7 mbar vacuum, and the samples examined by using a combination of classical diffractometry (θ/2θ) and Grazing Incidence Scattering (GIS) for the phase determination, and Small Angle X-ray Scattering (SAXS) for the superstructure of the multilayers. In all cases, in the as-deposited state the alumina is amorphous and the iron is crystalline in the bcc phase. Thermal anneals at temperatures between 573 and 873 K give evidence for segregation to the interfaces. At higher temperatures, interdiffusion occurs, leading to the formation of different phases. The Fe-Al2O3 interdiffusion coefficient has been evaluated in the temperature range from 873 to 1273 K.