This paper investigates experimentally the quasi-static and dynamic torsional behaviour of shape memory alloys wires under cyclic loading. A specifically designed torsional pendulum made of a Ni–Ti wire is described. Results on the quasi-static behaviour of the wire obtained using this setup are presented, giving an overall view of the damping capacity of the material as function of the amplitude of the loading (imposed torsional angle), the frequency and the temperature. The dynamical behaviour is then presented through measured frequency response function between forcing angle at the top of the pendulum and the difference between top and bottom rotation angles in the vicinity of the first eigenfrequency of the wire, i.e. in the range [0.3 Hz, 1 Hz]. The softening-type non-linearity and its subsequent jump phenomenon, predicted theorically by the decrease of the effective stiffness when martensite transformation starts is clearly evidenced and analysed.