Microstructure and magnetic properties of Mn‐Al multilayered films are studied by high‐resolution transmission electron microscopy (TEM), x‐ray diffraction, and vibrating sample magnetometry to investigate the origin of ferromagnetism. High‐resolution TEM images show that the Mn‐Al interface is sharp and that the crystal lattice is continuous across the interface. The possibility of ferromagnetic alloy formation is ruled out for explaining the origin of ferromagnetism. The magnetic measurements are made on films with various layer thicknesses and numbers of layers. The saturation magnetization increased as the number of interfaces increased. Magnetic anisotropy differs between films with odd and even numbers of layers. These results suggest that the ferromagnetic regions are located around the Mn‐Al interfaces, where large strain and/or stress exists.