NiTiCu-based shape memory alloys have been considered as ideal materials for solid-state refrigeration due to their superb cycling stability for elastocaloric effect. However, the embrittlement and deterioration resulted from coarse grains and large-sized secondary phase restrict their application, and it is still challenging since the geometry is required. Here, bulk NiTiCuCo parts with excellent forming quality were fabricated by laser powder bed fusion (LPBF) technique. The as-fabricated alloy exhibits a refined three-phases hierarchical microcomposites structure formed based on the processing mode of LPBF, in which intricate dendritic Ti2Ni-NiTi composites and nano Ti2Cu uniformly embedded inside the NiTi-matrix. This configuration endows far superior elastocaloric stability compared to the cast counterpart. The low fatigue stems from the strong elastic coupling between the interphase with reversible martensite transformation inside the refined microcomposites, revealed by in-situ synchrotron high-energy X-ray diffraction. The fabrication of NiTiCuCo alloy via LPBF fill the bill of complex geometric structures for elastocaloric NiTiCu alloys. The interphase coupling micro-behaviors provide the guide for the design LPBF fabricated shape memory-based composites, enabling their applications with special demands on other functionalities.