Search for transformation from paramagnetic martensite to ferromagnetic austenite in ferromagnetic shape memory alloys is performed through designing NiMnGaCu alloys. The composition dependence of the martensitic transformation temperature TM, the magnetic transition temperatures TCA of the austenite and TCM of the martensite is systematically investigated. The sequence of the martensitic transformation and magnetic transition is determined. The diagram on the structural and magnetic transition in a specific system Ni46Mn25+xGa25−xCu4 is outlined, in which a transformation from paramagnetic martensite to ferromagnetic austenite is predicted, exhibiting TCM<TM<TCA. Such a transformation is then experimentally achieved in Ni46Mn33Ga17Cu4 alloy.