A series of Fe doped Ni(2)Mn(0.75-x)Fe(x)Cu(0.25)Ga Heusler alloys have been investigated by means of x-ray diffraction, magnetizations, thermal expansion, and electrical resistivity measurements. In Ni(2)Mn(0.75)Cu(0.25)Ga, martensitic and ferromagnetic transitions occur at the same temperature. Partial substitution of Mn by Fe results in a decrease of the martensitic transition temperature, T(M), and an increase of the ferromagnetic transition temperature, T(C), resulting in separation of the two transitions. In addition to the martensitic transition, complete thermoelastic intermartensitic transformations have been observed in the Fe doped Ni(2)Mn(0.75-x)Fe(x)Cu(0.25)Ga samples with x > 0.04. An unusual transition is observed in the alloy with x = 0.04. The magnetization curve as a function of increasing temperature shows only one first-order transition in the temperature range 5-400 K, which is identified as a typical coupled magnetostructural martensitic transformation. The magnetization curve as a function of decreasing temperature shows three different transitions, which are characterized as the ferromagnetic transition, the martensitic transition and the intermartensitic transition.