A specimen of Shape Memory Alloy (SMA) starts martensitic phase transformation normally by the nucleation of a macroscopic austenite-martensite interface at the specimen's boundary (i.e., the nucleation is sensitive to boundary conditions). By contrast, the interface propagation only needs to overcome the energy barrier of the incompatibility between the austenite and martensite phases (i.e., the interface-propagation driving force reflects material's intrinsic properties). In this paper, we observe the thermally induced forward and reverse quasi-static propagation of the macroscopic austenite-martensite interface in a Ni-Mn-Ga single-crystal bar. It is found that the temperature difference between the forward and reverse propagation is only 2.8 °C, which is obviously less than the thermal hysteresis evaluated from Differential Scanning Calorimetry measurement (6.3 °C) on the same material. This result not only gives a better characterization of the thermal hysteresis of the phase transformation, but also helps deeply understand the relation between the phase-transformation kinetics and the microstructures of the macroscopic austenite-martensite interface.