The functional characterization of SMAs for actuation is typically performed by measuring the specimen deformation under constant load during a controlled thermal cycling across transformation temperatures. Under dynamic actuation, transformation temperatures different from those measured in quasi-equilibrium conditions have been observed. The aim of this work is to better investigate and understand these phenomena. Direct and indirect heating of shape memory wires under several loading conditions are examined in detail. According to the experimental results, the hypothesis is to consider the observed differences as an effect of the thermal cycling rate on the internal friction. However, the presented data seem do not fully confirm this idea. Further experiments will be carried out in order to directly measure the internal friction of the material under the same working conditions.