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Copper/diamond (Cu/D) composites are famous in thermal management applications for their high thermal conductivity values. They, however, offer some interface related problems like high thermal boundary resistance and excessive debonding. This paper investigates interfacial debonding in Cu/D composites subjected to steady-state and transient thermal cyclic loading. A micro-scale finite element (FE) model was developed from a SEM image of the Cu/20 vol % D composite sample. Several test cases were assumed with respect to the direction of heat flow and the boundary interactions between Cu/uncoated diamonds and Cu/Cr-coated diamonds. It was observed that the debonding behavior varied as a result of the differences in the coefficients of thermal expansions (CTEs) among Cu, diamond, and Cr. Moreover, the separation of interfaces had a direct influence upon the equivalent stress state of the Cu-matrix, since diamond particles only deformed elastically. It was revealed through a fully coupled thermo-mechanical FE analysis that repeated heating and cooling cycles resulted in an extremely high stress state within the Cu-matrix along the diamond interface. Since these stresses lead to interfacial debonding, their computation through numerical means may help in determining the service life of heat sinks for a given application beforehand.