The paper deals with thermal analysis, modeling and simulation of the Shape Memory Alloy (SMA) actuator with temperature sensor. Because the capabilities of analytical description of SMA system are limited, numerical simulations of model have to be performed. Two different numerical models are investigated - lumped and continuous model. Simple parametric lumped model of actuator thermal field is developed in order to describe thermal field at the measuring point. The characteristic parameters of the lumped model are set up according to continuous coupled electric-thermal model made in ANSYS FEM program.