Normally, shape memory effect (SME) is obtained by the reverse martensitic transformation, therefore only induced by heating a sample from the deformed martensite phase. In this study, we report a phenomenon of cooling-induced SME, observed in a Co2Cr(Ga,Si) Heusler alloy, where the normal heating-induced SME can be obtained at the same time. The cooling-induced SME is attributed to an abnormal martensitic transformation in Co2Cr(Ga,Si) Heusler alloy. Moreover, an inverse temperature dependence of superelastic stress was also observed. The discoveries of these phenomena provide application possibilities for shape memory alloys, especially at low temperatures.