Active nanocomposites of epoxy resin containing bentonite clay and shape memory alloy (SMA) were made to evaluate the thermomechanical behavior in the range of phase transformation of shape memory alloy during heating. The epoxy resin system studied was prepared using bifunctional diglycidyl ether of bisphenol A (DGEBA), crosslinking agent diaminodiphenylsulfone (DDS), purified bentonite organoclay (APOC) and thin Ni‐Ti shape memory alloy wires. The evaluated ratio DGEBA/DDS was 100:40, for the epoxy resin/clay system was 100:1 and the shape memory alloy volumetric fraction of Ni‐Ti wires were 1.55%; 2.56%; 3.57% and 4.54%. The formation of nanocomposite was confirmed by X‐ray diffraction analysis. Phase transformation of the shape memory alloy wires were determined by differential scanning calorimetry (DSC). Specimens of the active nanocomposites were characterized mainly by dynamic mechanical analysis (DMA). According to the DMA results was evidenced a significant increase in glass transition temperature and storage modulus when 1 parts per hundred resin of clay is added to epoxy resin. A recover of storage modulus was observed in the active nanocomposite during heating in the range of the phase transformation of Ni‐Ti shape memory alloy wires when the volumetric fraction is above 3.5%.