Abstract: The crossed micro-bands in the martensite variant pairs of a thermomechanically trained Cu25.66Zn-4.02Al (wt-%) alloy have been studied. It was found that the micro-bands pass through the interface from one martensite variant to another and their orientation inside different variants is distinct, which would remain in the parent phase after the reverse transformation and play an important role in the formation of preferential martensite. In fact, the crossed micro-bands are micro-twins for accommodating the stress fields generated during thermomechanically training