As a typical immiscible binary system, copper (Cu) and lithium (Li) show no alloying and chemical intermixing under normal circumstances. A notable example that takes advantages of the immiscibility between Cu and Li is the widespread utilization of Cu foils as the anodic current collector in Li-ion batteries. Here we show that the nanoscale size effect can play a subtle yet critical role in mediating the chemical activity of Cu and therefore its miscibility with Li, such that the electrochemical alloying and solid-state amorphization will occur in such an immiscible system when decreasing Cu nanoparticle sizes into ultrasmall range. This unusual observation was accomplished by performing in-situ studies of the electrochemical lithiation processes of individual CuO nanowires inside a transmission electron microscopy (TEM). Upon lithiation, CuO nanowires are first electrochemically reduced to form discrete ultrasmall Cu nanocrystals that, unexpectedly, can in turn undergo further electrochemical lithiation to form amorphous CuLix nanoalloys. Real-time dynamic observations by in-situ TEM unveil that there is a critical grain size (ca. 6 nm), below which the crystalline Cu nanoparticles can be continuously lithiated and amorphized. Electron energy loss spectra indicate that there is a net charge transfer from Li to Cu in the amorphous CuLix nanoalloys. Another intriguing finding is that the amorphous alloying phenomena in Cu-Li system is reversible, as manifested by the in-situ observation of electron-beam-induced delithiation of the as-formed amorphous CuLix nanoalloys.