Transformation characters of two kinds of TiNiCu two-way shape memory effect (TWSME) spring during excension and contraction training were investigated by DSC measurement during thermo-mechanical training. One of the TWSME spring could extend upon heating and contract upon cooling, the other could contract upon heating and extend upon cooling. The results showed that before training the profile of endothermic peaks were composed of several small peaks. With training the amount of the small peaks decreased. After the stabilized TWSME induced into the TiNiCu alloy, there was only one sharp peak appear. This can attribute to the dislocations structures creates an anisotropic stress field, which guides the orientation of martensite variants very similar. And the dislocations also leads to the decrease of As and Af.