Change in the martensitic structure, magnetically-controlled strain under applied magnetic field in the shape memory Ni2MnGa alloy are studied in-situ at constant values of temperature. The direction of magnetic field is shown to strongly affect the martensitic structure. It is also found that the change in the martensitic structure and the corresponding strain occur during time exposures under magnetic field. After-effect is observed when magnetic field is taken out. The change in the structure with time is also strongly dependent on the direction of magnetic field. The results of X-Ray diffraction theta-two theta study are consistent with the data of optical microscopy and measurements of the magnetic field induced strain.