Magnetic shape‐memory (MSM) Heuslers show a strong coupling between magnetic and structural characteristics, evidencing a correlation between magnetic, thermal, and mechanical properties through a magnetostructural martensitic transformation. This functional aspect makes MSM Heuslers promising for integration into smart micro/nanodevices, including sensors, energy harvesters, and actuators. Controlling the martensitic microstructure, which determines the magnetic characteristics, is among the key points for optimization of the magnetic functional properties of these materials at different length scales. Herein, a strategy is reported for manipulating the magnetic properties of spatially confined epitaxial Ni–Mn–Ga films grown on Cr(001)//MgO(001) by twinning configuration engineering in the low temperature ferromagnetic (martensitic) phase. It is demonstrated that the twinning configurations in the continuous film and the micropatterned structures can be switched from Y‐type (showing negligible magnetic stray field) into X‐type (presenting significant magnetic stray field) by a postannealing process. Advanced characterization techniques enable the analysis of the atomic structure, the surface quality of the annealed samples and the “twin‐switching” phenomenon. The martensitic microstructure engineering reported in this study introduces a simple method for promoting the magnetic stray‐field contribution at the surface of Ni–Mn–Ga epitaxial thin films and micropatterns initially showing a negligible magnetic stray field.