The mechanical behavior of multilayer steel structures fabricated via wire and arc additive manufacturing (WAAM) has been investigated from the multiscale perspective. The multimaterial WAAM approach can control a heterogeneous structure and improve its mechanical properties. In this study, WAAM equipment based on plasma arc welding was used to fabricate two pairs of single- and duplex-phase multilayer steel structures using austenitic and martensitic stainless steel wires. The heterogeneity of these structures was characterized through micro-indentation tests. In addition, tensile tests of the multilayer structures were conducted to evaluate the effect of heterogeneity on macroscopic material properties. The deformation behavior of the heterogeneous multilayer steel structures was investigated by comparison with the finite element simulations of tensile tests in which the finite element models were created according to the estimated local elastoplastic properties from the results of micro-indentation tests. The micro-indentation tests revealed that the local mechanical properties significantly change during WAAM in cases where martensitic stainless steel wire was used. Additionally, strain-induced transformation plasticity was particularly observed in duplex cases, caused by the metastable austenite phase formed according to the thermal history and through the mixing of alloy elements. Thus, the heterogeneity of the multilayer steel structures became more complicated than its design, and consequently, its macroscopic mechanical properties exceeded the upper and lower bounds of a micromechanic estimation. The results show the potential to fabricate a structure having a unique mechanical behavior via the multimaterial WAAM approach.