The reproducibility of thermally induced reversible martensitic transformation, occurring in a Cu–15Zn–6Al (mass-) shape memory alloy during heating, was studied on three different fragments of martensitic alloy subjected to complex thermal cycling comprising four series of five heating–cooling cycles, applied on a differential scanning calorimetry (DSC) device, between room temperature (RT) and three maximum temperatures: 453, 463 and 473 K respectively. After each series of heating–cooling cycles the fragments were naturally aged at RT for 37 days (∼3·2 Ms). Thermograms of DSC revealed a gradual diminution in the magnitude of martensite reversion to parent phase, accompanied by decreasing tendencies of both critical temperatures and transformation rates, which reflect a gradual loss of thermal memory, associated with ‘amnesia’ occurrence. Scanning electron microscopy observations coupled with energy dispersive X-ray spectroscopy performed at the end of complex thermal cycling revealed that ‘amnesia’ occurrence was associated with changes in the morphology of martensite plates, from parallel plate-like to interblocking needle-like, and with an increase of chemical fluctuations, as an effect of the intensification of atomic migration.