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Significant interest in the stoichiometric and off-stoichiometric Fe₂MnGa alloys is based on their complex phase transition behavior and potential application. In this study, temperature- and magnetic-field-induced phase transformations in the Fe_41.5Mn₂₈Ga_30.5 magnetic shape memory alloy were investigated by in situ synchrotron high-energy X-ray diffraction and in situ neutron diffraction techniques. It was found that incomplete phase transformation and phase coexistence behavior are always observed while applying and removing fields in Fe_41.5Mn₂₈Ga_30.5. Typically, even at 4 K and under 0 T, or increasing the magnetic field to 11 T at 250 K, it can be directly detected that the martensite and austenite are in competition, making the phase transition incomplete. TEM observations at 300 K and 150 K indicate that the anti-phase boundaries and B2 precipitates may lead to field-induced incomplete phase transformation behavior collectively. The present study may enrich the understanding of field-induced martensitic transformation in the Fe-Mn-Ga magnetic shape memory alloys.