The　transformation　plateau　on　the　strain-stress　curve　is　the　characteristic　of　superelasticity　of　bulk　shape　memory　alloys　upon　tension/compression　loading.　However,　recent　studies　show　that　such　transformation　plateau　is　hard　to　see　when　the　sample　size　of　shape　memory　alloys　decreases　to　submicrons.　In　order　to　see　what　happened　in　such　small　scale　samples　during　loading,　in-situ　compression　test　has　been　done　with　single　crystal　Cu-14.2Al-4.0Ni　(wt　%)　submicron　pillars.　Our　in-situ　observation　during　compression　demonstrates　that　the　stress-induced　martensitic　transformation　indeed　occurs　in　submicron　pillars,　but　is　not　suppressed.　Furthermore,　the　transformation　proceeds　in　a　sequential　nucleation-growth-nucleation　dominated　mode,　but　not　the　transient　way　like　that　in　bulk　materials.　As　a　result,　the　stress　keeps　increasing　throughout　the　transformation　and　no　obvious　transformation　plateau　can　be　detected.　However,　the　underlying　reason　for　such　contrast　transformation　behaviors　between　our　submicron　pillars　and　bulk　materials　still　needs　further　investigation.　©　2013　Materials　Research　Society.