Shape memory alloys (SMA) can recover large inelastic strains, up to 8% tensile strain for NiTi alloys and 4% for CuAlNi alloys, either by heating (shape memory effect, SME) or by stress removal (superelasticity, SE). Both are the result of martensitic phase transformation. Recently, SMA and their thin films have been exploited for micro electromechanical systems and novel medical devices [1–3], so there is an increasing interest in probing mechanical properties of SMA by microand naonoindentation techniques [4–7]. It is known that the indentation of materials creates high stress under diamond indenters that can cause stress-induced phase transformation [8–10]. Ni et al. [5] examined the thermally induced recovery of microindents in NiTi alloys. It was found that the deformation in spherical microindents could be almost completely reversed by moderate heating. However, partial recovery was observed for Vickers impressions. In the present study, we examined the thermally induced recovery of nanoindents made at room temperature by a Berkovich indenter in both austenite (A) and martensite (M) phases of a CuAlNi single crystal SMA. The recovery behavior was scrutinized at temperatures of 40, 70 and 100 ◦C, respectively. It was found that the recovery ratio was sensitive to the temperature, and a large recovery ratio up to 0.7– 0.9 could be achieved at 100 ◦C under the maximum indentation loads restricted below 10,000 μN. A CuAlNi (Cu-14wt.%Al-4.12wt.%Ni) single crystal SMA was investigated in this research. The characteristic transformation temperatures were measured by differential scanning calorimeter (DSC 92, SETARAM, France) as: Ms = 0.5 ◦C, Mf = −3 ◦C, As = 26 ◦C and Af = 36 ◦C. At room temperature, the sample exhibited SME. A and M phases could coexist in the sample by either loading–unloading or first heating to the tempera-