There are provided a flux-cored wire for welding different materials, a method for laser welding of different materials and a method for MIG welding of different materials which can improve tensile shear strength of a welded joint portion and peeling strength of a welded portion interface in welding aluminum or an aluminum alloy material and a steel material. The flux-cored wire has a cylindrical sheath comprising an aluminum alloy which contains Si in an amount of 1.5 to 2.5% by mass and Zr in an amount of 0.05 to 0.25% by mass, with the remainder being aluminum and inevitable impurities, and a flux filling inside this sheath and containing cesium fluoride in an amount of 20 to 60% by mass, and the packing fraction of the flux being 5 to 20% by mass of the total mass of the wire.