Comparing with the experimental data, the composition dependence of atomic moment and Co-Mn exchange interaction in CuMnAl, CoMnAl and CuCoMnAl alloys have been investigated by KKR-CPA-LDA calculation. It has been found that, due to the different surrounding environments, the magnetic moment of excess Mn atom occupying Al sites is larger than that of the original Mn atoms on B sites in Cu50Mn25+xAl25-x alloys. When the Mn content increases in Co50Mn25+xAl25-x alloys, the moment of Co atom increases monotonically, while the Mn moment almost has the same value. In Cu50-xCoxMn25Al25 alloys, it has been revealed that the moment of Co decreases resulting from the decrease of the moment of Mn atom with the substitution of Co for Cu. These results indicate that the atomic moments of Mn and Co atoms are positively related. It has also been found that the Co-Mn exchange interaction can be enhanced by increasing Mn content and its strength comes not only from the added Co but also from the contribution of Mn.