The use of shape memory alloys is noticeably increasing in numerous industrial sectors including aerospace, automotive and marine. This is mainly owing to their intrinsic properties such as expansion-control ability when subjected to thermal loads, large recoverable strain as well as superior mechanical and corrosion resistance properties. Following to producing semi-final parts of shape memory alloys such as bars or sheets, several machining processes are typically employed to generate required features such as holes and slots and to meet dimensional and surface finish requirements. This study aims to investigate the machinability of a shape memory alloy known as Kovar when mechanical drilling using high-speed steel (HSS) twin-lipped twist drills. The influence of cutting speed, feed rate and backup/support conditions is evaluated against process key responses involving cutting temperature, exit burr height and micro-hardness. Additionally, limited qualitative assessment of the machine surface topography and cutting edge was undertaken. Cutting speed was found to be statistically significant affecting the cutting temperature at the 90% confidence level. Dramatic reduction (up to 85%) in exit burr size was obtained when drilling backed workpiece materials compared with the un-backed counterparts.