We demonstrate a method of obtaining tunable magnetic anisotropy inCu-Al-Mn shape memory alloys, consisting of aging the material in a magnetic field of 1.5 KOe at elevated temperature ofT=200°C for the precipitation of ferromagnetic nanoparticle of an elongated shape. Using a combination of magnetic and structural measurements, the structural phase transformations of a martensitic type and paramagnetic-superparamagnetic-spin glass transitions were studied in a wide temperature range. On magnetic field aging, a decrease in magnetization and an increase in coercivity are observed, accompanied by a slight shift in the temperature of the magnetic and martensitic phase transition. The observed changes in the magnetic properties of the nanostructured material are explained by additional induced magnetic anisotropy resulting from such thermomagnetic treatment.