Active elements made of Ti50Ni45Cu5 shape memory alloy (SMA) were martensitic at room temperature (RT) after hot rolling with instant water quenching. These pristine specimens were subjected to two thermomechanical training procedures consisting of (i) free recovery shape memory effect (FR-SME) and (ii) work generating shape memory effect (WG-SME) under constant stress as well as dynamic bending and RT static tensile testing (TENS). The structural-functional changes, caused by the two training procedures as well as TENS were investigated by various experimental techniques, including differential scanning calorimetry (DSC), dynamic mechanical analysis (DMA), X-ray diffraction (XRD), and atomic force microscopy (AFM). Fragments cut from the active regions of trained specimens or from the elongated gauges of TENS specimens were analyzed by DSC, XRD, and AFM. The DSC thermograms revealed the shift in critical transformation temperatures and a diminution in specific absorbed enthalpy as an effect of training cycles. The DMA thermograms of pristine specimens emphasized a change of storage modulus variation during heating after the application of isothermal dynamical bending at RT. The XRD patterns and AMF micrographs disclosed the different evolution of martensite plate variants as an effect of FR-SME cycling and of being elongated upon convex surfaces or compressed upon concave surfaces of bent specimens. For illustrative reasons, the evolution of unit cell parameters of B19′ martensite, as a function of the number of cycles of FR-SME training, upon concave regions was discussed. AFM micrographs emphasized wider and shallower martensite plates on the convex region as compared to the concave one. With increasing the number of FR-SME training cycles, plates’ heights decreased by 84–87%. The results suggest that FR-SME training caused marked decreases in martensite plate dimensions, which engendered a decrease in specific absorbed enthalpy during martensite reversion.