In this paper, shape memory alloy (SMA) bumps with two-way shape memory effect (TWSME) are trained by simple but effective training approaches, which provides a new idea for the actuations of the shock control bump (SCB) on airfoil. Two different configurations of bump structures (2D and 3D SMA bumps) are designed and fabricated. The bumps are required to exhibit TWSME so that it can change its shape by heating and cooling between two stable states at austenitic phase and martensitic phase, respectively. To obtain the TWSME, the material is trained in the range of martensitic finish temperature and austenitic finish temperature whilst a displacement boundary condition is imposed. A set of fixtures, which can be assembled to the universal testing machine (UTM), are designed to achieve the clamped boundary condition during thermal cycles of the training process. After training, SMA bumps with the TWSME, that bulge at low-temperature and become flat at high, are obtained. Structural tests and deformation control are then carried out afterwards to show the deformation performance of the trained SMA bumps.