An incomplete transformation upon heating induces temperature memory effect (TME) in shape memory alloy (SMA) [1]. If a reverse transformation of a SMA is arrested at a temperature between reverse phase transformation start and finish temperatures (i.e., As and Af), a kinetic stop will appear in the next complete transformation cycle. The kinetic stop temperature is a “memory” of the previous arrested temperature. Previously this phenomenon was also named thermal arrest memory effect (TAME) [2] or step-wise martensite to austenite reversible transformation (SMART) [3]. An incomplete transformation upon cooling can induce splitting of the reverse transformation in a sample showing Rphase transformation [4]. In a sample showing R-phase transformation, when the stop temperature arrested in a value between Rf and Ms, the heat flow detected upon following heating only shows one endothermic peak. With decreasing the arrested temperature to a temperature between Ms and Mf, two endothermic peaks (or peak splitting) can be observed upon the following heating. The mechanism of the TME and peak splitting is still unknown. In this work, incomplete transformation upon heating and cooling is performed in TiNi shape memory alloys showing or without showing R-phase transformation. The purpose of this work is to discuss the mechanism of TME and peak splitting. The investigations have been carried out on commercial Ti-49.8at.%Ni wire with a diameter of 0.55 mm, provided by the Northwestern Institute of Non-Ferrous Metal of China, was annealed at 400 ◦C and 550 ◦C for 1 hr followed by air-cooling. Samples with weight of 10 mg were used for differential scanning calorimetry (DSC) measurements. DSC tests (using an equipment of DSC131, Setaram company, France) were performed with a scanning rate of 10 ◦C/min in nitrogen atmosphere. The global transformation behavior of the above samples was measured firstly, and then the incomplete transformation behavior was recorded. Fig. 1 shows the DSC results of TiNi wire annealed at 400 ◦C for 1 hr. The global transformation result (Fig. 1(a)) shows that upon cooling, two-step transformation among austenite, R-phase, and martensite can be observed, while upon heating, only one step transformation between martensite and austenite can be detected. The DSC results with incomplete cycle upon