We study the effect of a magnetic field on the martensitic transition of a Cu-Al-Mn shape-memory alloy. The martensitic transition has been studied through resistance measurements under applied magnetic fields ranging from 0 to 50 kOe. Negative magnetoresistance showing an almost linear dependence with the square of the magnetization has been observed. This magnetoresistive effect is associated with the existence of small ferromagnetic Mn-clusters. Its strength and thermal dependence is different in both phases. The martensitic transition temperature is slightly increased and its spread in temperature significantly reduced upon increasing the field. These results show the existence of magnetoelastic coupling, which favors the nucleation of those martensitic variants with the easy magnetization axis aligned with the field.