The objective was to enhance the temperature stability of Cu-Al-Mn shape memory alloys (SMAs) across a wide temperature range. To this end, a gradient rolling treatment at 800 °C (HR) and subsequent heat treatment (HT) were employed to create a gradient texture. The objective was to control and reduce the temperature dependence of superelasticity properties, including superelastic stress (σM), austenite transformation stress (σA), damping coefficient (tanΦ), and so forth, in columnar-grained Cu-Al-Mn SMAs. The results demonstrated that the temperature dependence rate of stress-induced martensitic transformation stress (σM) initially increased and then decreased with the reduction in gradient range in the RD direction. The dσM/dT value for HRT-65/68 was 0.369 MPa/K. In the TD direction, the dσM/dT of HRT-60V was only 0.232 MPa/K over a wide range of temperatures, approximately 120 K. The excellent superelastic temperature stability observed in this gradient structure Cu-Al-Mn SMA was superior to that of other reported Cu-Al-Mn SMAs and NiTi SMAs. Following gradient rolling treatment, the alloy retained a strong <001>-oriented texture along the RD direction. However, the strength of this texture was reduced, resulting in the formation of non-high phase transition strain orientation and grains with a gradient size distribution. These characteristics contributed to the development of high superelasticity with excellent temperature stability.