Shape setting is a fundamental step in the production route of Nitinol Shape Memory Alloys (SMAs) for the fixing of the functional properties, such as the shape memory effect and the pseudo-elasticity. The conventional method for making the shape setting needs the use of furnaces. In this work laser technology was adopted for performing the straight shape setting on commercially available Nitinol thin wires. The laser beam was moved along the wire length for inducing the functional performances. Calorimetric and pseudo-elastic response of the wires, laser annealed, were studied; high energy X-Rays diffraction was done for studying the evolution of the microstructure texture. It can be stated that the laser technology can realize the shape setting of thin SMA wires with pseudo-elastic properties; the wire performances can be modulated in function of the laser power.