In this work, we prepared nanocrystalline Fe₂Mn_1-xCu_xAl (x = 0.0, 0.1 and 0.3) powders by the high energy ball milling technique, and then studied their critical properties. Our analysis reveals that the increase of Cu-doping concentration (up to x = 0.3) in these powders leads to a gradual increase of the ferromagnetic–paramagnetic transition temperature from 406 to 45 K. The Banerjee criterion suggests that all the samples considered undergo a second-order phase transition. A modified Arrott plot and scaling analysis indicate that the critical exponents (β = 0.419 and 0.442, γ = 1.082 and 1.116 for x = 0.0 and 0.1, respectively) are located in between those expected for the 3D-Heisenberg and the mean-field models; the values of β = 0.495 and γ = 1.046 for x = 0.3 sample are very close to those of the mean-field model. These features reveal the coexistence of the short- and long-range ferromagnetic order in the nanocrystalline Fe₂Mn_1-xCu_xAl powders. Particularly, as the concentration of Cu increases, values of the critical exponent shift towards those of the mean-field model. Such results prove the Cu doping favors establishing a long-range ferromagnetic order.