The insertion of few AlAs monolayers at the interfaces between a GaAs quantum well and (Al,Ga)As barriers gives rise to a new type of structure which is well described as a double‐barrier quantum well. It is shown that only one or two AlAs monolayers are sufficient to significantly increase the confinement energies. Our results are discussed in the light of low‐temperature photoluminescence experiments and are well described in the framework of numerical calculations based on the envelope function formalism.