NiTiCu-based shape memory alloys have been considered as ideal materials for solid-state refrigeration due to their superb cycling stability for elastocaloric effect. However, the embrittlement and deterioration caused by secondary phase and coarse grains restrict their applications, and it is still challenging since the geometric components are required. Here, bulk NiTiCuCo parts with excellent forming quality were fabricated by laser powder bed fusion (LPBF) technique. The as-fabricated alloy exhibits refined three-phases hierarchical microcomposite formed based on the rapid cooling mode of LPBF, composed of intricate dendritic Ti2Ni–NiTi composite and nano Ti2Cu embedded inside the NiTi-matrix. This configuration endows far superior elastocaloric stability compared to the as-cast counterpart. The low fatigue stems from the strong elastic coupling between the interphases with reversible martensite transformation, revealed by in-situ synchrotron high-energy x-ray diffraction. The fabrication of NiTiCuCo alloy via LPBF fills the bill of complex geometric structures for elastocaloric NiTiCu alloys. The understanding of interphase micro-coupling could provide the guide for designing LPBF fabricated shape memory-based composites, enabling their applications for special demands on other functionalities.