The invention relates to a composite welding proposal for different materials, in particular to composite welding for different materials between a cold finger of an expansion machine and a cold cap in a Stirling refrigerator, which belongs to the field of machinery. The welding proposal is realized by combining electron beam welding with laser welding. The oxygen-free copper cold cap is firstly connected with a transitional material into a whole by utilizing an electron beam welding mode, and then the laser welding is utilized to weld the cold cap with a thin-walled tube of the cold finger of the expansion machine after finish processing. The invention solves the difficult problem of welding different materials between the cold cap and the cold finger of the expansion machine and has theadvantages of small deformation of welding seams, low structural leak rate and prolonged service life of the refrigerator. Likewise, the welding proposal can be applied to other similar occasions in the industry.