The effects of processing parameters in ball milling and the different behaviors of Cu-Nb and Cu-Mo alloys during milling were investigated. High powder yields can be obtained by changing the BPR value and ball size distribution and no clear dependence of BPR value on powder yield can be found from the experiment results. The addition of oxygen can largely reduce the effect of excessive cold welding during ball milling. A “two-step” ball milling method was introduced to evaluate the different evolution processes and morphologies in different alloys. With 8 h pre-milling, this method considerably benefits the oxidation process of Mo and shows its promising potential in the synthesis of immiscible alloys. Based on the experiment results and analysis, we suggest that the different behaviors of Cu-Nb and Cu-Mo alloys are related to the shear modules and different tendencies to be oxidized.