A bar of single crystal Ni-Mn-Ga shape memory alloy takes the martensitic phase transformation via the nucleation and propagation of Austenite-Martensite (A-M) interfaces. Due to the compatibility between the two phases, very fine martensite twin laminates are generated near the A-M interface. Our experiments with the full-field observation on the specimen’s non-uniform deformation by optical cameras and the meso-scale observation on the twin laminates by high-magnification microscopes reveal that the fine laminates after cooling are unstable and spontaneously evolve into a single martensite variant, i.e., the heating-cooling cycles trigger the material to switch between the austenite phase and one of the martensite variants with large cyclic deformations. Furthermore, to select the desired single variant among the possible martensite variants, we propose a special design—a single-crystal cantilever beam under mild heating-cooling cyclic thermal loading at its clamping end has two different parts: the part near the clamping end takes cyclic phase transformation while the other part near its free end keeps unchanged. Because of the compatibility requirement between the two parts, the cooled martensite state of the transforming part is governed by the martensite state of the non-transforming part. That means, the compatibility relation can be adopted to design the cyclic deformation of the stress-free two-way memory.