This study explores the post-training performance, mechanical training strategy, and potential seismic application of shape memory alloy (SMA) wires. A part of SMA wire specimens were trained by different training protocols, and subsequently all the untrained and trained SMA wire specimens were tested at room temperature under various cyclic loading protocols. It is observed that the incremental cyclic training could lead to a higher post-yield stiffness during the post-training stage at a certain expense of residual strain and forward transformation stress, and the post-training hysteretic behavior will be stable and predictable within the historical training strain amplitude. The influence of training on mechanical performance of SMA wires under near-fault loading was revealed and evaluated. Following the test program, a cold-formed steel (CFS) joint model employing SMA wires is proposed and analyzed to demonstrate the feasibility and efficiency of trained SMA wires for optimizing seismic performance. The finite element (FE) analysis results indicates that the self-centering CFS joint can effectively optimize the original pinched hysteretic response, including mitigating residual displacement, and improving the peak strength, initial stiffness and energy-dissipate capacity.