<p>Full-Heusler Fe₂VAl alloys have received increasing attention for thermoelectric (TE) applications due to their favorable electrical transport performance, high mechanical strength, and earth-abundant constituent elements. Current research on tuning the electrical performance of those alloys primarily focuses on V-site doping, while studies on Fe-site doping are relatively scarce. In this work, a series of Fe₂₋<i>ₓ</i>Cu<i>ₓ</i>V_1.15Al_0.85 (<i>x</i> = 0.00–0.15) materials was successfully synthesized using a combination of arc melting, annealing, and spark plasma sintering methods, and the effects of Cu doping at the Fe site on the microstructure and TE transport properties were systematically investigated. The results indicate that all Cu-doped materials maintain a single phase, with Cu successfully partially substituting for Fe atoms. As <i>x</i> increases, the electrical conductivity decreases due to a gradual reduction in carrier mobility. However, the Seebeck coefficient increases significantly owing to a substantial enhancement in the density of states effective mass, resulting in a large improvement in the power factor, reaching a maximum value of 3.3 mW·m⁻¹·K⁻² at 390 K. Concurrently, the lattice thermal conductivity is dramatically reduced due to strong point defect scattering, and the <i>x</i> = 0.15 material exhibits the lowest lattice thermal conductivity of 4.8 W·m⁻¹·K⁻¹ at 570 K. Consequently, the <i>x</i> = 0.06 material achieves a peak <i>zT</i> of 0.18 at 490 K, representing a 24% enhancement compared to the undoped material. This work demonstrates that Cu doping at the Fe site effectively decouples the electrical and thermal transport of the Fe₂VAl-based alloys, leading to a substantial improvement in TE performance.</p>