High damping alloys are drawing strong attention for engineering applications because of the increasing demand for vibration and noise reduction in various fields. The Fe-Mn based alloys undergoing fcc (γ) to hcp (ε) martensitic transformation are known as low cost high damping alloys, as well as good shape memory alloys. It is reported that the damping sources of Fe-Mn alloys are boundaries of several types closely related to ε-martensite and γ-austenite, such as stacking fault boundary in ε-martensite and γ-austenite, γ/ε-interface, and ε-martensite variant boundary. On our previous study, the training effect in Fe-Mn-Si shape-memory alloys had been examined, and it was found that the training effect originates mainly from development of the homogeneous and fine deformation structure by the thermal cycling. With the above in mind, in this study, the influence of training effect on damping capacity in Fe-20mass%Mn alloy is examined. It is found that the superior damping capacity and mechanical property were obtained for the Fe-Mn alloy by the thermal cycling.