A combined approach including the Monte Carlo and molecular-dynamics simulation, decomposition kinetics and segregation formation in the multicomponent low-alloy Fe–1.5Cu–2Ni–1.5Al (at %) alloy is studied. It is shown that the formation of Cu nanoparticles surface-enriched with Ni and Al (coprecipitation mode) includes several stages: (i) the formation of clusters consisting of several Cu atoms, (ii) their enrichment with Ni and Al atoms, and (iii) redistribution of Ni and Al atoms with the formation of a surface layer providing stabilization of Cu nanoparticles. Observed structural features of segregations and their stability in Fe–Cu–Ni–Al alloys is discussed.