In this paper, we study the effect of isothermal mechanical loading and unloading followed by thermal recovery on Cu–13.3Al–4.0Ni (wt.%) shape memory alloy single crystal wires. The mechanical loading tests are repeated at an ambient temperature until the stress–strain response stabilizes. This study is carried out at ambient temperatures in the range 25–125 °C, and for an overall strain of 8.62% on one sample and 19.65% on another sample. In either case, the residual inelasticity at the end of thermal recovery was practically non-existent. The evolution of transformation temperatures was also studied, and found not to change significantly over 34 stress cycles at an overall strain of 8.62%. On the other hand, there was an increase in the range, A f– M f, by 8.9 °C over 24 stress cycles at an overall strain of 19.65%. Finally, the stress–temperature phase diagram of the cycled material is given.