Pre-service thermomechanical training is of great significance to achieve functional stability for shape memory alloy device. This article presents a finite element simulation of the training behavior of a shape memory alloy wave spring actuator using a thermomechanically coupled and finite-strain shape memory alloy model (Wang et al., 2017a). The model is implemented into ABAQUS/Explicit by means of a user-defined material subroutine VUMAT. The introduction of a finite-Hencky-strain return-mapping integration scheme substantially improves the numerical efficiency and stability. Model predictions are validated against the experimental data. The good agreement between both demonstrates the capabilities of the model of well describing the training behavior of shape memory alloy when subjected to large cyclic thermomechanical loading. Simulation results illustrate several primary thermomechanical characteristics during training process, such as the expansion of the phase transformation zone, the accumulation of the residual deformation, and the concentration of the internal stress. The present finite element approach provides a powerful tool in design and optimization of shape memory alloy wave spring actuator, especially to improve the geometric precision and to enhance the two-way shape memory effect.