Shape memory alloys are referred to as a group of alloys that can retrieve the permanent deformation and strain applied to them and eventually return to their original form. So far, various studies have been done to determine the behavior of these alloys under cyclic loading. Most of the studies have mainly been conducted by using the foundations of Continuum Mechanics in order to examine the properties of memory alloys. In this study, instead of using the Continuum Mechanics, a Molecular Dynamics simulation method using Lennard-Jones potential is utilized. The changes in the behavior and properties of memory alloy under cyclic loading are being examined. First, the functional form parameters for the Lennard-Jones potential are solved. Subsequently, these parameters are implemented to evaluate the response to thermal cyclic loading. The results of this study provide a better understanding of the behavior of memory alloys under cyclic loading.