While the durability of thermoplastic aligners has been the subject of numerous studies, the durability of thermoplastic retainers has received significantly less attention. Patients are often advised to wear their thermoplastic retainers indefinitely, so the durability of the materials used in their fabrication is crucial to determining whether they are worth the cost. Limited studies have evaluated the properties of thermoplastic retainer materials and the effects of thermocycling on their mechanical properties. Thus, this study aimed to examine six thermoplastic retainer materials after thermoforming with and without thermocycling. The materials’ flexural modulus, hardness, and surface roughness values were measured after thermoforming (Group 1) and after thermoforming with subsequent thermocycling for 10,000 cycles (Group 2). After thermoforming, there was a significant difference in flexural modulus and hardness values between most of the materials. However, their surface roughness was not significantly different (p < 0.05). After thermocycling, the flexural modulus and hardness increased significantly for most tested materials (p < 0.05) compared to Group 1. Concerning the surface roughness, only two materials showed significantly higher values after thermocycling than Group 1. Thus, all the mechanical properties of the evaluated materials differed after thermoforming, except the surface roughness. Moreover, while thermocycling made the materials stiffer and harder in general, it also made some of them rougher.