Nanoscale Cu clusters and α′ phase affect the hardness and brittleness of Fe-Cr-based stainless steel. The separation of Cr-enriched nanoscale α′ phase with Cu shell in Fe-Cr-Al-Cu alloys was revealed by three-dimensional phase-field simulation. The influences of Cu content and temperature on the evolution kinetics and element distribution were clarified. In the phase separation process, the Al is distributed in the matrix, Cu is first distributed in the matrix, then enriched around the Cr-enriched α′ phase, forming the nanoscale composite precipitates with Cr/Cu core-shell structure. The Cu shells have a retardant effect on the diffusion of Cr atoms, and the Cu shell becomes wider with the increased Cu content. The high Cu content delays the phase separation, growth, and coarsening kinetics of the α′ phase, while high temperature accelerates the phase separation kinetics. The influence of Cu content and temperature on the evolution of Cr/Cu core-shell nanoparticles reveals the complex nanoparticles formation and kinetics evolutions in the Fe-Cr-Al-Cu alloys.