The aim of the present study is the investigation of the influence of the preliminary thermo-mechanical treatment and stress on the difference of the temperature intervals of the martensitic transformation and of the strain variation in deformed TiNi alloys. Several techniques were used: differential scanning calorimetry, simultaneous measurement of strain and electrical resistance, and measurement of strain and differential thermal analysis. The obtained data show that a discrepancy between the martensitic transformation temperatures and the strain variation temperatures occurs during the realization of the basic shape memory effects and depends on the stress applied to the sample. There are two main reasons for the observed phenomena: (1) strain variation prior to the transformation can be due to mechanisms of recoverable unelastic deformation other than the transformation; (2) deformation does not occur during the appearance and disappearance of completely twinned B19′ martensite.