A theoretical and experimental study of strain recovery under fast heating of a shape memory alloy (SMA) rod preliminarily stretched in the martensitic state is carried out. Two theoretical models are considered: instantaneous heating and heating with temperature variation during a finite time. In the first case, it is supposed that the straight SMA rod experiences an instantaneous reverse martensitic transformation, and in the second the transformation is supposed to progress at a rate corresponding to the temperature rate. Analytical expression for the time dependence of the rod free-end displacement is obtained. In the experiment, a wire specimen made of titanium-nickel SMA was heated by a short impulse of electric current. The variation of the specimen length in time was registered. Thus, it has been shown that the minimum operation time of an SMA actuator (time needed for the strain recovery) can be reduced to 20 µs. Comparison of the theoretical results with the experimental ones leads to the conclusion that the displacement variation in time is controlled by the rate of heating and the inertia of the specimen. The incubation time of the martensitic transformation on the microscale apparently is estimated as less than 1 µs.