A polarised neutron study of the ferromagnetic Heusler alloy Cu₂Mn_0.863Al_1.057 has been made. It has been concluded that the magnetic moment density is primarily situated on the Mn ions. On assigning the Mn-moment value, the observed magnetic form factor is found to be in good agreement with the Mn²⁺ free ion form factor calculated by Watson and Freeman. A slight asphericity has been observed in the moment density. It is estimated that there are about 3% excess 3d-electrons in the Eg states compared to spherical distribution. There is evidence of a very small positive polarisation of the Cu atoms. No appreciable conduction electron polarisation is found.