In this work, the characterization of the assembly of a steel shaft into a γ-TiAl part for turbocharger application, obtained using Electron Beam Welding (EBW) technology with a Ni-based filler, was carried out. The Ti-48Al-2Nb-0.7Cr-0.3Si (at %) alloy part was produced by Electron Beam Melting (EBM). This additive manufacturing technology allows the production of a lightweight part with complex shapes. The replacement of Nickel-based superalloys with TiAl alloys in turbocharger automotive applications will lead to an improvement of the engine performance and a substantial reduction in fuel consumption and emission. The welding process allows a promising joint to be obtained, not affecting the TiAl microstructure. Nevertheless, it causes the formation of diffusive layers between the Ni-based filler and both steel and TiAl, with the latter side being characterized by a very complex microstructure, which was fully characterized in this paper by means of Scanning Electron Microscopy, Energy Dispersive X-ray Spectroscopy, and nanoindentation. The diffusive interface has a thickness of about 6 µm, and it is composed of several layers. Specifically, from the TiAl alloy side, we find a layer of Ti3Al followed by Al3NiTi2 and AlNi2Ti. Subsequently Ni becomes more predominant, with a first layer characterized by abundant carbide/boride precipitation, and a second layer characterized by Si-enrichment. Then, the chemical composition of the Ni-based filler is gradually reached.