Heterogeneous microstructures in Cu-Mo-W alloy thin films formed by magnetron co-sputtering immiscible elements with concentrated compositions are characterized using scanning transmission electron microscopy (STEM) and nanoindentation. In this work, we modified the phase separated structure of a Cu-Mo immiscible system by adding W, which impedes surface diffusion during film growth. The heterogeneous microstructures in the Cu-Mo-W ternary system exhibited a bicontinuous matrix and agglomerates composed of Mo(W)-rich phase. This is unique as these are the slower diffusing species, contrasting past reports of binary Cu-Mo thin films which exhibited Cu-rich agglomerates. The bicontinuous matrices comprised of Cu-rich and Mo(W)-rich phases exhibited bilayer thicknesses less than 5 nm. The hardness of these thin films measured using nanoindentation is reported and compared to similar multilayers and nanocomposites in binary systems.