The　origin　of　the　anomalous　low-temperature　staircase-like　magnetization　behavior　in　magnetic　shape　memory　alloys,　which　has　been　commonly　observed　in　a　large　variety　of　materials,　has　been　remaining　a　mystery　since　it　was　discovered.　Here,　we　elucidate　the　underlying　mechanism　for　such　anomalous　magnetic　behavior　via　tracing　the　structural　evolution　during　applying　magnetic　fields　at　4K　in　an　archetypal　Ni-Mn-based　magnetic　shape　memory　alloy,　by　in-situ　neutron　diffraction　technique.　We　found　that　it　is　the　magnetic-field-induced　structural　transformation　occurring　at　this　extremely　low　temperature　(far　below　martensitic　transformation　temperature)　that　is　responsible　for　the　anomalous　low-temperature　magnetic　behavior.　It　is　believed　that　this　transformation　proceeds　by　a　succession　of　discrete　steps,　accounting　for　the　abrupt　jumps　on　the　magnetization　curve.　The　present　study　provides　deep　insights　into　the　interplay　between　magnetism　and　structure　in　magnetic　shape　memory　alloys,　and　it　is　also　instructive　for　understanding　the　anomalous　staircase-like　magnetization　behavior　in　other　materials　undergoing　a　magneto-structural　transition.　Published　by　AIP　Publishing.