We report a detailed characterization of an industry-like prepared Cu(In, Ga)Se2 (CIGS)/CdS heterojunction by scanning transmission electron microscopy and photoluminescence (PL). Energy dispersive X-ray spectroscopy shows the presence of several regions in the CIGS layer that are Cu deprived and Cd enriched, suggesting the segregation of Cd-Se. Concurrently, the CdS layer shows Cd-deprived regions with the presence of Cu, suggesting a segregation of Cu-S. The two types of segregations are always found together, which, to the best of our knowledge, is observed for the first time. The results indicate that there is a diffusion process that replaces Cu with Cd in the CIGS layer and Cd with Cu in the CdS layer. Using a combinatorial approach, we identified that this effect is independent of focused-ion beam sample preparation and of the transmission electron microscopy grid. Furthermore, PL measurements before and after an HCl etch indicate a lower degree of defects in the postetch sample, compatible with the segregates removal. We hypothesize that Cu2-xSe nanodomains react during the chemical bath process to form these segregates since the chemical reaction that dominates this process is thermodynamically favorable. These results provide important additional information about the formation of the CIGS/CdS interface.