White X-ray microbeam diffraction was applied to investigate the microscopic deformation behavior of individual grains in a Cu-Al-Mn superelastic alloy. Strain/stresses were measured in situ at different positions in several grains having different orientations during a tensile test. The results indicated inhomogeneous stress distribution, both at the granular and intragranular scale. Strain/stress evolution showed reversible phenomena during the superelastic behavior of the tensile sample, probably because of the reversible martensitic transformation. However, strain recovery of the sample was incomplete due to the residual martensite, which results in the formation of local compressive residual stresses at grain boundary regions.