Ductile Cu–Al–Mn shape memory alloys obtain the damping capacity through the movement of martensite boundaries. To reduce the number of vacancies at martensite boundaries can improve their damping capacity. Our results showed that Ni alloying could remarkably suppress the vacancy movement during the process of cooling from high temperature and heating as well as ageing. The Cu-18.0Al-8.4Mn-2.5Ni alloy showed remarkably higher damping capacity than the Cu-18.0Al-9.4Mn alloy did due to the reduced vacancies at martensite boundaries by the Ni alloying, regardless of the direct quenching, up-quenching, and step-quenching. The occurrence of martensitic stabilization could rationalize the lower improvement of damping capacity in the up-quenched Cu-18.0Al-9.4Mn alloy. The present results also further confirmed that the original number of vacancies at the martensite boundaries determined the occurrence of martensitic stabilization.