A micro-macroscopic analysis on the conduction-controlled directional casting of Al-Cu alloys is performed, in which emphases are placed on the microstructural features. In order to facilitate the solution procedure, an iterative micro-macroscopic coupling algorithm is developed. The predicted results show that the effect of finite back diffusion on the transient solidification process in comparison with the lever rule depends essentially on the initial concentration of an alloy. In the final casting, the eutectic fraction is distributed in an increasing-decreasing-increasing pattern, each mode of which is named the chill, interior and end zones. This nonuniformity per se suffices to justify the necessity of this work because it originates from the combined effects of finite back diffusion and cooling path-dependent nature of the eutectic formation. As the cooling rate is enhanced, not only the influence depths of boundaries narrow, but also the eutectic fractions in the chill and interior zones increase. In addition, it is revealed for the first time that the micro segregation band is formed in response to a sudden change in cooling rate during the directional casting. An increasing change creates an overshooting band in the eutectic fraction distribution, and vice versa.