Friction stir welding is a rather recent welding process (patented in 1991 by Thomas et al., 'Improvements to friction welding' UK patent application no. 9125978.8, US Patent 5460317, 1995) that has shown great potential for welding dissimilar materials even of different metallic nature, e.g. Al to steel, Mg to steel, Al to Ti, Mg to Ti, Al to Cu, Al to Mg. This review presents the specific microstructural features and mechanical properties, in particular tensile strength, of such welds. A focus will be on the material flow and welding defects, on the intermetallic compounds, on constitutional liquation, on particularities related to dissimilar lap welding and finally on process modifications to improve dissimilar friction stir weldability.