Due to the complex microstructure and phase transformations taking place in Shape Memory Alloys (SMA), the behaviour and properties of these materials are deeply influenced by their loading history in terms of stress, strain and temperature. Indeed, a thorough understanding of the effects of the loading history on SMA properties is fundamental for a correct modelling and design of SMA applications, in particular in the case of complex loading. An example are shape memory alloys embedded in composite systems, in which stress, strain and temperature vary simultaneously depending upon the properties of the SMA and composite. This work presents the first results of an experimental investigation on the effects of the loading history on SMA transformation temperatures. Nitinol wires of untrained material were considered. Specimens consisting of Martensite and R-phase were subjected to different loading histories, keeping in turn stress, strain or temperature at a constant value. Transformation temperatures at zero stress of these samples were measured via Differential Scanning Calorimetry. Contrarily to most constitutive models assumptions, the DSC results highlight a dependence of the transformation temperatures on the loading history, influencing in particular the Martensite to Austenite phase transformation.