Abstract Shape Memory Alloys (SMAs) undergo an austenite–martensite solid–solid phase transformation which confers its pseudo-elastic and shape memory behaviours. Phase transformation can be induced either by stress or temperature changes. That indicates a strong thermo-mechanical coupling. Tensile test is one of the most popular mechanical test, allowing an easy observation of this coupling: transformation bands appear and enlarge giving rise to a large amount of heat and strain localisation. We demonstrate that the number of transformation bands is strongly associated with the strain rate. Recent progress in full field measurement techniques have provided accurate observations and consequently a better understanding of strain and heat generation and diffusion in SMAs. These experiments bring us to suggest the creation of a new one-dimensional thermomechanical modelling of the pseudo-elastic behaviour. It is used to simulate the heat rise, strain localisation and thermal evolution of the NiTi SMA sample submitted to tensile loading.