A super‐fast cooling rate in the direct metal deposition (DMD) process causes the appearance of nonequilibrium microstructures in TiAl alloy, which will then continue to transfer during subsequent thermal cycles until the final stable state is achieved. Herein, the formation mechanisms of nonequilibrium microstructures in a DMDed TiAl alloy during thermal cycles by elaborately characterizing the crystallographic orientation relationship between γ and original α phase using the electron‐backscattered diffraction technique are studied. The results indicate that γ variants are in the twin/pseudo‐twinning or order domain relationship with each other within a single (α2 + γ) lamellar colony. In addition, feathery‐like lamellae nucleate from the parent α grain first and then grow into the neighboring α grain through the successive precipitation of γ lamellae. In addition, it is speculated that γ grains nucleate at lamellar colony boundaries when the peak temperature is below α transus temperature during thermal cycles, and then they spread into the adjacent host lamellar colony through the successive twinning mechanism. Meanwhile, lamellae can generate from the phase boundary between γ grains and (α2 + γ) lamellar colony during the growth of γ grains.