Cu-Zn-Al is one of the prospective shape memory alloys due to its promisingly good shape memory effect (SME), obtainable at a lower price through an easier fabrication process. Several hindrances that lower the SME of the Cu-Zn-Al can be improved by applying modified quenching methods and media. This study comprehensively studied the effects of quenching methods and media on Cu-28Zn- 2.5Al wt.% alloy. The alloy was fabricated by gravity casting and homogenized at 850 °C for 2 h. It was then betatized at 850 °C for 30 minutes and subsequently quenched using two different methods: direct quenching (DQ) and up quenching (UQ) with two different cooling media: water + dry ice (WD) and saltwater + dry ice (SD). Several characterizations to determine the material properties, such as morphology, structure, and hardness, were held, and additional semi-empirical bending tests were also conducted to determine the SME performance. The results showed that all quenched samples consisted of βʹ martensite [M18R] and retained α [A1] after quenching, regardless of the quenching method and cooling media. Upon analysis, the quenching with UQ method in SD media was found to be the most effective quenching process, as the method yields in an alloy with the highest SME performance. The pathway for achieving a high SME performance of Cu-Zn-Al alloy was thoroughly discussed in the article.