A method of joining an amorphous alloy material to a heterogeneous material and a composite formed by the same are provided. The method comprises steps of: placing a pre-formed piece made of one of the amorphous alloy material and the heterogeneous material into a mold; heating the other of the amorphous alloy material and the heterogeneous material to a predetermined temperature, and casting the other of the amorphous alloy material and the heterogeneous material into the mold to form a transition connection part joining the amorphous alloy material to the heterogeneous material and having a fusion welded structure, a microstructure reinforcing connection structure and a composite connection structure; and cooling the amorphous alloy material and the heterogeneous material at a rate higher than a critical cooling rate of the amorphous alloy material to obtain a composite formed by joining the amorphous alloy material to the heterogeneous material by the transition connection part.