The effect of grain size on martensitic transformation in CuZnAl shape memory alloys subjected to two thermal treatments in order to retain β phase has been studied by means of calorimetry and acoustic emission. The dependence of transformation temperatures and thermal hysteresis on grain size is interpreted from a thermodynamic model in terms of elastic enthalpy and frictional work contributions; these are non-chemical terms present in thermoelastic martensitic transformation.