Directional solidification technology has been widely used to improve the properties of polycrystalline Ni2MnGa materials. Mechanical training can adjust the internal organizational structures of the materials, reduce the stress of twin boundaries motion, and then result in larger strain at lower outfield levels. In this paper, we test the microscopic structure of Ni2MnGa polycrystalline ferromagnetic shape memory alloy produced by directional solidification and compress it along two axes successively for mechanical training. The influences of pre-compressive stresses on the temperature-induced strains are analyzed. The macroscopic mechanical behaviors show anisotropy. According to the generating mechanism of the macroscopic strain, a three-dimensional constitutive model is established. Based on thermodynamic method, the kinetic equations of the martensitic transformation and inverse transformation are presented considering the driving force and energy dissipation. The prediction curves of temperature-induce strains along two different directions are investigated. And the results coincide well with the experiment data. It well explains the macroscopic anisotropy mechanical behaviors and fits for using in engineering.