The Cu2FeIn2Se5 alloy, belonging to the system (CuInSe2)1-x(FeSe)x with x= ⅓, was synthesized by the melt and annealing technique. The differential thermal analysis (DTA) indicates that this compound melts at 1017 K. The crystal structure of this new quaternary compound was established using powder X-ray diffraction. Cation distribution analysis indicates that this material crystallizes in a P-chalcopyrite structure, space group P2c (Nº 112), with unit cell parameters a = 6.1852(2) Å, c = 12.3633(9) Å, V = 472.98(4) Å3. Cu2FeIn2Se5 is a new adamantane type compound derivative of the sphalerite structure, and consists of a three-dimensional arrangement of distorted CuSe4, FeSe4, and InSe4 tetrahedral connected by common faces.