We report here that the ball-milling process induces the phase transformation from the tetragonal structure to the disordered face-centered-cubic structure in Ni2MnGa ferromagnetic shape-memory alloys. The in situ high-energy x-ray diffraction analyses reveal that an intermediate phase, which is characterized by amorphous structure, controls the transformation kinetics during the postannealing process. Completely different from their coarse-grained counterparts, the ferromagnetic Ni2MnGa nanoparticles undergo various sequences of structural transitions that are tailored by the crystallite size, atomic order, and intrinsic magnetic structure.