The paper analyses speci®c features of the response of two-phase materials with different thermomechanical properties of the phases to purely thermal cycling. It is shown that even without mechanical loading both shakedown and ratchetting regimes are possible. A short review is given of the phenomena and various models of shakedown and ratchetting under cyclic thermomechanical loading. Three structural models for the description of a special two-phase material, namely the duplex stainless steel, under purely thermal loading are discussed: a simple two-bar model, a composite cylinder model and micromechanical ®nite element models with duplex topologies. These models account for different features of the deformation process during thermal cycling and are used as basis for the analysis of thermal ratchetting. Results of numerical simulations are presented for various material conditions and modelling schemes.Conditions for material immanent ratchetting are derived and veri®ed by numerical experiments. It is shown that a temperature-dependence of the yield stresses of the two phases, which exhibits an intersection of the corresponding curves within the temperature interval of the cyclic thermal load, enforces this sort of ratchetting, lacking intersection of the yield stresstemperature curves indicates, on the other hand, a lesser or lacking tendency for material immanent ratchetting. Comparisons with results of laboratory experiment are also presented, and the tendencies derived from the micromechanical models are veri®ed.