Record-breaking values of the tensile superelastic strain (about 12%) have been found previously in Ni-Mn-Ga single crystalline alloys at 400ºC which placed such materials ahead of known high temperature shape memory alloys (HTSMAs) promising in the automotive or aerospace industries operating in the range of 400-500ºC and above. This work addresses two of the main issues that commonly affect Ni-Mn-Ga HTSMAs and limit their application, namely cycling stability of the transformation temperatures and thermomechanical actuation. The results show initial transformation temperatures up to 500ºC, which evolve, together with transformation strains, during more than 300 thermal cycles with and without mechanical loading. The specific evolution of a given sample depends on the microstructure, heat treatment prior to the cycling and whether the initial state of martensite is single (beta or dual phase (beta + gamma). The cycling protocol employed can be considered as an innovative training procedure to achieve functionality stabilization and longer lifetime of the materials.