This study presents a new type of self-centering damper, termed the double-stage shape memory alloy (SMA) slip friction damper, which mainly comprises of the grooved center and cap plates, stacked disc springs, and SMA bars. The double-stage behavior is realized by the serial connection of the stacked disc springs and the SMA bars, with the purposes of adjusting stiffness and damping for varied seismic hazard levels. The configuration and working mechanism are firstly presented, along with the analytical equations governing the force-displacement relationship. As the key components, the SMA bar, the friction mechanism, and the disc springs were tested separately. And then, the proof-of-concept tests of the reduced-scale damper were conducted. From the testing results, the damper exhibited a symmetric double-stage self-centering damping behavior. Some hysteretic parameters of interest were then quantified. Three-dimensional numerical models were established and were further used for parametric analysis. Both the analytical method and numerical model agree well with the experimental data.