Cu–Al–Ni alloys are one class of typical precipitation strengthening alloy, its mechanical properties are highly sensitive to temperature and strain. In this work, the strength-ductility cooperative effect is investigated through a thermomechanical treatment, i.e., unidirectional cold rolling, Split-Hopkinson-Pressure-Bar deformation, and aging treatment. The results show that a large number of dislocations and twin structures are introduced during Split-Hopkinson-Pressure-Bar deformation motivated by the high strain rate (2.5×103s−1). When the treatment temperature is slightly lower than the elongation peak (∼28.66%, which almost surpasses all existing Cu–Al–Ni alloys) aging temperature, a high strength (∼797.06 MPa) is also achieved. The strength-ductility optimization process mainly includes two mechanisms, twining/grain boundaries optimization, and second-phases optimization, which are closely related to dislocations movement and can contribute together without conflict. In addition, a phase-field-crystal method is used to dynamically display the interaction between twins and dislocations. Finally, the typical characteristics of this kind of high strength-ductility copper alloys are proposed, namely, small grain size, high twin density, and stable grain boundary, providing more space for the cooperative improvement of strength and ductility in Cu alloys.