Most of Shape Memory Alloy (SMA) devices use only the SMA material as the actuating part or in some cases as the flexible part of the device (superelastic hinges). Commonly, simple wires, strips or springs are used for the actuating part. All these systems need an assembly procedure which raises several problems in the micro-system field : careful assembly, sometimes friction, .... The concept of monolithic SMA micro-devices presented in this paper is to integrate all functions of the device within the same material. For example, in a micro-gripper, the jaws and the moving part are made out of the same piece of material. With this technology, we avoid any assembly in the small dimensions. Moreover sub-millimeter devices can easily be designed and further miniaturization can be achieved. As an illustration, two micro-devices based on this concept are presented.