Composites containing shape memory alloys in the form of fibres are well-known for their use as actuators in adaptative structures. However orientation of the research work concerning these materials has been mainly directed to qualitative analysis, thus a lack of data on the mechanical properties of these alloys, especially on fatigue behaviour, necessitates futher research. The aim of the present research work is to study the shape-memory effect on TiNi and CuZnAl wires. A tensile testing machine has thus been developped specially adapted to such kind of investigations. The fatigue analysis of the shape memory was performed using wire specimens. The specimens were subjected to ranges of stresses under thermal cycles, thus the variation of transformation temperatures as well as the variation of strain between the high and low temperature phases was recorded. Finally, a comparative study is presented in case of TiNi and CuZnAl wire specimens of same diameters.