The subloop behavior of TiNi shape memory alloy subjected to variations in strain and temperature was investigated experimentally through various kinds of loading-unloading and heating-cooling processes. The results are summarized as follows. (1) During the thermomechanical cycling, the martensitic transformation (MT) stress decreases but the MT temperature increases with increasing the number of cycles. In the case of variations in strain and temperature during the loading-unloading and heating-cooling processes, if strain is in the MT region, the MT stress and the MT temperature are almost constant not depending on strain. (2) If the material is used after the mechanical training of 20 cycles in practical applications, the MT stress and the MT temperature can be treated as almost constant.