In this study, the cast Cu-13.96Al-9.84Mn-0.51W shape memory alloy consisted of L21-Cu2AlMn parent with completely coherent bcc A2(W) nanoparticles due to bcc phase separation. The abnormal grain growth happened only through annealing cast polycrystalline alloy. The results showed that a continuous misorientation gradient within the matrix grains with a deviation of below 2° formed after the dissolution of A2(W) nanoparticles during annealing. This continuous misorientation gradient may result in the abnormal grain growth. The single crystal specimens were directly obtained from one of large grains. The single crystal close to [100] orientation exhibited very excellent superelasticity and fatigue resistance. Here full superelasticity up to 12% and the largest superelastic strain up to 8.5% were displayed, being comparable to commercial Ni-Ti shape memory alloys. Furthermore, the single crystal almost remained full superelasticity during 5 × 103 cycles. From the points of raw material cost, preparation technology and functional properties, the Cu-Al-Mn-W single crystal shows good potential as new superelastic material.