The shock behaviour of NiTi shape memory alloy is investigated by using molecular dynamics simulation. The nano-pillar samples of the alloy are subjected to the impact of a piston with a velocity of 350 m/s at initial environment temperatures of 325 and 500 K. At 325 K, we observe two different pathways of the formation of BCO phase, the gradient twins, and the detwinning phenomena, strongly depending on the local stress and the deformation state. As the initial temperature increases to 500 K, the plasticity is dominated by the dislocation movements rather than the twinning at 325 K. The phase transformation and plasticity result in stress attenuation when the stress wave propagates through the nano-pillar. Furthermore, it is interesting to note that multiple stress peaks occur due to the formation of local complex atomic structures with various wave speeds, leading to the catch up and overlap of the stress waves.