The physical and chemistry properties of TiNi shape memory alloy and TC4 titanium alloy are quite different, so the weldability is poor and a number of intermetallic compounds and cracks will produce in the weld seam. To achieve good joining of TiNi shape memory alloy and TC4 titanium alloy and improve the welded joint properties, this paper explores the micro laser welding of dissimilar materials between TiNi shape memory alloy and titanium alloy. The butt welding method and manual welding filler wire method are carried out for 0.2 mm thick TiNi shape memory alloy and TC4 titanium alloy to obtain the microstructure and mechanical properties. The results show that longitudinal cracks are brought out in butt welding, however, the appropriate welding process for manual welding filler wire improves weld forming and avoids cracks. The optimum welding parameters are the power percentage 8%, pulse width of 3 ms, and the pulse frequency of 3 Hz. Moreover, the transition width formed by Ni and TC4 is about 2 μm, and that formed by Ni and TiNi is about 0.5 μm. In the combined surface,transition is relatively weak link connector, the hardness is up to 650 HV with the maximum tensile strength of 332 MPa, and the fracture location occurs near TiNi side by the fusion line.