The proposed key to producing a good shape memory effect in FeMnSi alloys is to reduce or even prevent the collisions between martensite bands. A method for realizing this is to make stress-induced martensite bands form in a domain-specific manner. We developed a novel training-free cast Fe18Mn5.5Si9.5Cr4Ni alloy with residual lathy delta ferrite based on this idea. The recovery strain reached 6.4% only after annealing the cast Fe18Mn5.5Si9.5Cr4Ni alloy. Microstructure observations indicated that the lathy delta ferrite made the stress-induced martensite form in a domain-specific manner by first subdividing grains into smaller domains. We hypothesize that through adjusting alloy compositions, solidification parameters, and heat treatment technique, the shape recovery of cast FeMnSi alloys can be further improved. Such a finding will provide a novel method for developing training-free FeMnSi shape memory alloys.