The effect of recovery heating rate on shape memory effect of the up-quenched Cu-8.88Al-10.27Mn(mass fraction, %) alloy was investigated by optical microscopy, electron transmission microscopy(TEM) and electrical resistivity measurement. It is found that the shape recovery rate decreases as the heating rate decreases. It can reach 75% when the heating rate is 20 ℃/min, while it is only 8% when the heating rate is 1 ℃/min. In situ microstructure observation indicates that the dependence of shape memory effect on recovery heating rate is caused by the stabilization of twinned martensite induced by deformation. The analysis of electrical resistivity shows that the stabilization of twinned martensite may be ascribed to formation of compound defects of vacancies and dislocations at the boundaries of twinned martensite during the slow heating. The compound defects prevent the reverse transformation of twinned martensite.