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The indentation response of a pseudoelastic nickel-titanium based shape memory alloy (SMA) hasbeen analyzed in this study. In particular, both single quasi static and cyclic indentation tests have been carriedout, by using a spherical tip and with indentation loads in the range 50 mN-500 mN, in order to promote largestress-induced transformation zone in the indentation region and, consequently, to avoid local effects due tomicrostructural variations. The load-displacement data have been analyzed to obtain useful information aboutthe pseudoelastic response of the alloy. To this aim, numerical simulations were developed, by using acommercial finite element (FE) software code, to better understand the microstructural evolution, occurringduring indentation process. The results revealed an unusual indentation response of the SMAs, with respect tocommon metals, and load-displacement data can be advantageously used to analyze their mechanical response.