The study deals with the mechanical dissipation in Cu-Zn-Al shape memory alloys subjected to cyclic mechanical loading, as well as with the influence of the chemical composition on this dissipation. Various alloys were prepared for this purpose, each of them featuring a slight change with respect to the others. An original procedure has been proposed to measure mechanical dissipation because it is very low compared to other heat sources such as latent heat or thermoelastic coupling. The specimens have been subjected to cyclic tests at constant ambient temperature while an infrared camera grabbed the thermal images. These thermal maps have been then processed to extract mechanical dissipation. Various levels have been found, corresponding to various levels of mechanical irreversibilities.