The Cu-13.5Al-4Ni-6Fe centimeter-leveled martensite single crystals with full shape memory effect were prepared through simply annealing the cast alloy. The microstructure, reversible martensitic transformation, shape memory effect of this single crystal were investigated using optical microscopy, transmission electron microscope, differential scanning calorimeter, thermal mechanical analysis and compression test. The results show that Cu-13.5Al-4Ni-6Fe single crystal consists of 18R and 2H martensite, as well as rich-Fe bcc nanoprecipitate. The starting temperatures and the finishing temperatures of the forward and reverse martensitic transformations are 387, 397, 365 and 432 K, respectively. When the pre-strain is 6%, 7%, and 8%, this single crystal exhibits full shape memory effect of 4.4%, 4.7% and 5.2%, respectively. The obtained Cu-13.5Al-4Ni-6Fe martensite single crystal possesses shape memory properties that can be comparable to those of traditional shape memory alloys.