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This paper examines the feasibility of mechanical splicing using a steel coupler to connect headed ends of superelastic Cu–Al–Mn alloy (Camalloy) bars and steel reinforcing bars to be used in concrete structures. Although threading of Camalloy is as easy as that of steel, mechanical splicing using threaded ends requires machining of Camalloy bars into dog-bone shape to avoid brittle fracture at the threaded ends. The machining process requires significant time and cost and wastes substantial amount of the material. This paper attempts to resolve this issue by applying mechanical splicing using steel couplers to connect headed ends of Camalloy and steel reinforcing bars. To study its feasibility, we prepare 3 specimens wherein both ends of each Camalloy bar (13 mm diameter and 300 mm length) are connected to steel reinforcing bars. The specimens are tested under monotonic, single-cycle, and full-cycle tension loading conditions. From these tests, we observed (1) excellent superelasticity with recoverable strain of around 6% and (2) large ductility with fracture strain of over 19%. It should be emphasized here that, in all the specimens, ductile fracture occurred at the locations apart from the headed ends. This is in sharp contrast with brittle fracture of headed superelastic Ni–Ti SMA bars, most of which took place around the headed ends. From the results of the microstructural analysis, we identified the following reasons for avoiding brittle fracture at the headed ends: (1) Precipitation hardening increases the strength around the boundary between the straight and headed (tapered) portions, where stress concentration takes place. (2) The strength of the straight portion does not increase significantly up to the ductile fracture if its grain orientation is close to 〈0 0 1〉.