The present study investigates chemical interdiffusion and martensitic transformations in Ni(Pd)-Ti(Hf) and Ni(Pd)-Ti(Zr) shape memory alloys (SMAs) using diffusion couples. In a first step, high purity SMAs with different compositions were prepared by an optimized arc melting procedure. The resulting materials were used to fabricate diffusion couples, which were subjected to isothermal annealing treatments specified by a time/temperature matrix. With the use of scanning electron microscopy (SEM) and energy dispersive x-ray analysis (EDX), it was observed that the presence of Pd in the B2 phase accelerates the atomic mobility of Ni atoms, whereas Hf and Zr provide the opposite effect. The results are interpreted invoking site preferences of the various elements and possible diffusion paths in the B2 phase. We also provide first results obtained by in-situ cooling and heating in the SEM, how microstructures with chemical gradients affect martensitic transformations. It could be observed that martensite forms by burst-like events parallel to the Ni-gradient during cooling.