We have studied by means of positron lifetime measurements the role that vacancy type defects play in the martensitic transformation in magnetic Ni-Mn-Ga shape memory alloys. The measurements presented in this work have been performed in two ternary alloys transforming to modulate and non-modulated martensitic phases. Positron experiments have been realized at room temperature after subsequent isochronal heating at different temperatures up to a maximum temperature of 600°C. Positron results show a large variation of the average lifetime value with the isochronal annealing temperature in non-modulated samples. However, the response in the modulated samples is quite different. These results obtained in both samples are discussed in term of different type of positrons trapping defects and their evolution with the annealing temperature. They have also been compared with Differential Scanning Calorimetry experiments performed in the same samples. The work states the clear influence of the vacancy concentration on the martensitic transformations of these alloys.