The shape memory mechanism associated with R-phase transformation was investigated using electromechanical tests on Ni-Ti shape memory alloy thin wires. To provide a more precise insight into the effects of R-phase on phase transformation of shape memory alloys, wires were prepared in three different initial states prior to conducting the experiments: pure martensite, mixture of R-phase and martensite, and pure R-phase. The electromechanical tests were done in two different loading states (under constant and variable stresses) using specially designed and manufactured apparatuses. Tests under different constant stresses were carried out for three cases of pure martensite, a mixture of martensite and rhombohedral, and pure rhombohedral phase, while those under variable stresses were done on pure martensite as well as mixed martensite and rhombohedral. For all the expressed cases, strain–time responses were investigated during electric heating–cooling cycles to interpret possible microstructural changes in the samples. According to the results, a phase diagram containing R-phase transition strip was proposed for Ni-Ti shape memory alloys.