The effect of the relative grain size d/ D ( d: grain size, D: wire diameter) on stress–strain characteristics was investigated in Cu–Al–Mn-based shape memory alloy (SMA) wires. The yield stress ( σ y), the work-hardening rate after yielding (d σ PE/d ε) and the stress hysteresis (Δ σ) in the wires with a random texture decrease with increasing d/ D. The transformation strain ( ε TS) and the maximum pseudoelastic strain ( ε PE MAX ) increase with increasing d/ D. The effect of grain size on pseudoelastic behaviors can be clarified from the volume fraction of three-dimensionally constrained grains and the σ y, d σ PE/d ε and Δ σ increase proportionally with increasing (1 − ( d/ D)) 2 while the ε TS decreases proportionally with increasing (1 − ( d/ D)) 2. Consequently, the effect of grain size on the pseudoelastic behaviors can be expressed using the Taylor and inverse Schmid factors. The σ y and the ε TS for wires with a 〈1 1 0〉 fiber texture are larger and smaller than those for wires with a random texture, respectively.