The magnetomechanical properties of ferromagnetic shape memory alloy Ni–Mn–Ga single crystals depend strongly on the twin microstructure, which can be modified through thermomagnetomechanical training. Atomic force microscopy (AFM) and magnetic force microscopy (MFM) were used to characterize the evolution of twin microstructures during thermomechanical training of a Ni–Mn–Ga single crystal. Experiments were performed in the martensite phase at 25 °C and in the austenite phase at 55 °C. Two distinct twinning surface reliefs were observed at room temperature. At elevated temperature (55 °C), the surface relief of one twinning mode disappeared while the other relief remained unchanged. When cooled back to 25 °C, the twin surface relief recovered. The relief persisting at elevated temperature specifies the positions of twin boundaries that were present when the sample was polished prior to surface characterization. AFM and MFM following thermomechanical treatment provide a nondestructive method to identify the crystallographic orientation of each twin and of each twin boundary plane. Temperature dependent AFM and MFM experiments reveal the twinning history thereby establishing the technique as a unique predictive tool for revealing the path of the martensitic and reverse transformations of magnetic shape memory alloys.