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A consistent reduction in the absolute value of the negative paramagnetic Curie temperature was found in a series of Al-Cu-Fe phases:β(CsCl)-solid state solution, noncanonical approximant (η-AlCu(Fe) phase), rational approximants (P1+P2-pentagonal phases) and icosahedral quasicrystal. For these Al-Cu-Fe phases, the decrease in the Curie temperature correlates with a reduction of the density of states at the Fermi level which was estimated from the low-temperature heat capacity measurements and first-principles calculations. The observed correlation was related to the antiferromagnetic indirect exchange interaction (Ruderman-Kittel-Kasuya-Yosida interaction) between the localized magnetic moments on Fe induced by the intrinsic structural defects in the Al-Cu-Fe phases. The weakening of Fe 3d-Al s; p hybridization owing to the intrinsic structural defects such as vacancies, antisite defects and distortions of coordination polyhedrons is suggested to be the main mechanism of appearance of localized magnetic moments on Fe atoms.