In this work, the microstructure and mechanical behaviour of dissimilar nickel-titanium (NiTi) shape memory alloy (SMA) and AISI 304 stainless steel (SS) thin sheets welded by micro gas tungsten arc welding (GTAW) using NiTi and Inconel 625 as filler metals were studied. The influence of a post-weld heat treatment was also elucidated. The obtained dissimilar NiTi-304SS joints were characterized by optical and scanning electronic microscopy, tensile tests and the Vickers hardness. After welding, the joints exhibited a heterogeneous weld zone due to the formation of intermetallic elements along with embrittlement of the weld metal. For non-heat treated joints, partial diluted zones with distinct morphology, chemical composition and hardness were formed. It was possible to increase the mechanical strength of the joint up to 286 MPa by using an intermediate layer of Inconel 625 at the junction between dissimilar metals and by applying heat treatment for stress relief.