||In contrast with the commonly accepted theory for traditional metals, it is shown that hardness is dominantly a depth dependent parameter from the analysis of spherical indentation of NiTi shape memory alloys. The depth dependency of the hardness of NiTi SMA originates from their thermomechanical constitutive behaviour. The measurement of the hardness-depth relationship of NiTi SMA was conducted with a Berkovich indenter. The theoretical hardness-depth relationship well explains the experimental results. The loading rate effect on the hysteresis area in pure phase transition of SMA is further reported for NiTi with different grain sizes under a nanoindentation load by a spherical tip. It is found that, for different loading rate ranges, the hysteresis area of the indentation load-depth curve increases significantly with increasing external loading rate and approaches a constant. NiTi SMA with a bigger grain size shows a larger hysteresis area at lower rates; however at high rates, the grain size does not show any effect. The effect of the loading rate on the maximum nanoindentation depth for nano-grained superelastic NiTi SMA is further examined. The observed rate dependency is rationalized and found to be attributed to the release and transfer of latent heat during indentation and the temperature dependence of the material's transition stress. Dimensional analysis further shows that the depth is mainly governed by the normalized average stress in the phase transition zone and the ratio of heat conduction time to loading time. A similar trend in nanoindentation depth recovery for single crystal CuAlNi SMA was observed during the stress-induced phase transition. A method was proposed to tackle the challenging issue of measuring the temperature in nano-scale underneath the tip during a nanoindentation process. In addition, graphene layers were applied to manage the thermomechanical behaviour of NiTi surface in nano-scale. It was found that at an indentation depth of 1 nm, the temperature increased by 1.5°C and the graphene layer decreased by 3-10°C depending upon the loading rate. The NiTi SMA response to cyclic loading and initial setup were also investigated. In summary, the external size effects, i.e., tip radius, tip geometry, and the internal size effects, i.e., grain size, show significant effects on the smart material property characterizations as well as mechanical behaviours. Moreover, in dynamic loading condition, the loading rate,as heating stage by latent heat release, as well as unloading rate, as cooling stage by latent heat transfer, have significant effects on material response. The effect of the unloading rate is more obvious than the loading rate in the thermomechanical behaviour of smart materials with intrinsic phase transition property. The findings shed light on smart materials’ properties and responses in different conditions and therefore give us better knowledge to apply these materials in nano- to macro- industrial levels.