Cu-Al-Ni is a high-temperature shape memory alloy (HTSMA) with exceptional thermomechanical properties, making it an ideal active material for engineering new technologies able to operate at temperatures up to 200 °C. Recent studies revealed that these alloys exhibit a robust superelastic behavior at the nanometer scale, making them excellent candidates for developing a new generation of micro-/nano-electromechanical systems (MEMS/NEMS). The very large-scale integration (VLSI) technologies used in microelectronics are based on thin films. In the present work, 1 μm thickness thin films of 84.1Cu-12.4 Al-3.5Ni (wt.%) were obtained by solid-state diffusion from a multilayer system deposited on SiNx (200 nm)/Si substrates by e-beam evaporation. With the aim of evaluating the thermal stability of such HTSMA thin films, heating experiments were performed in situ inside the transmission electron microscope to identify the temperature at which the material was decomposed by precipitation. Their microstructure, compositional analysis, and phase identification were characterized by scanning and transmission electron microscopy equipped with energy dispersive X-ray spectrometers. The nucleation and growth of two stable phases, Cu-Al-rich alpha phase and Ni-Al-rich intermetallic, were identified during in situ heating TEM experiments between 280 and 450 °C. These findings show that the used production method produces an HTSMA with high thermal stability and paves the road for developing high-temperature MEMS/NEMS using shape memory and superelastic technologies.