The thermoelastic martensitic transformation which gives remarkable functional properties to Shape Memory Alloys (SMA) is very sensitive to the chemistry of the alloys and to its microstructure. In many cases, especially for alloys with high transformation temperatures, applications are limited by the poor ductility. To overcome the brittleness of SMA, one approach can be effective : the development of non conventional production technologies which enable to obtain materials in forms close to requirements: strips of SMA have been prepared by Twin Roll Casting (TRC). The formation of a solid sheet with plane surface is only possible for a limited combination of the different machine parameters and they will be discussed. For comprehension of the process parameters effect, the attention will be focused on TiNi. Microstructures and functional properties will be examined in relation with the microstructures induced by the technique or after specific thermal treatment.