This paper has experimentally addressed the determination of the convection coefficient for a nichrome and nickel-titanium (NiTi) shape memory alloy (SMA) wire subjected to constant load, heated by electrical current and cooled by free convection (with the cut-rent switched off). The entire cycle of actuation is such that the temperature field is allowed to reach a steady state during heating, and the ambient temperature during cooling. The experiments, in conjunction with a phenomenological model, suggest that the convection coefficient can be represented as h = a(0) + a(1)I, where I is the electric current in the wire. The parameter h is highly sensitive to the material (nichrome or SMA) through the zeroth-order coefficient (a(0)) whereas it is weakly sensitive to I (or the strength of the heat source) through the first-order coefficient (a(1)). Further, for a given material, h (through a(0)) is strongly dependent on whether the wire is being heated or cooled. This is in contrast with the customary practice in the literature where h is taken to be identical for heating and cooling. Finally, a simple empirical model in terms of a convection-like parameter, alpha, is also tested (with a view towards control applications) and is found to be highly accurate in simulating the experimental results.