We present the first ever theoretical and experimental charge Compton profiles of Ni2MnGa Heusler alloy. The measurements have been made using magnetic Compton spectrometer at SPring8, Japan. The Compton profiles and energy bands have been computed using Hartree-Fock, density functional theory with local density and generalized gradient approximations. It is seen that the Hartree-Fock based Compton profile is relatively in better agreement with the experimental profiles. In addition, we also report the energy bands, density of states and valence charge densities using full potential linearized augmented plane-wave method.