Disclosed is a MEMS device which comprises at least one shape memory material such as a shape memory alloy (SMA) layer and at least one stressed material layer. Examples of such MEMS devices include an actuator, a micropump, a microvalve, or a non-destructive fuse-type connection probe. The device exhibits a variety of improved properties, for example, large deformation ability and high energy density. Also provided is a method of easily fabricating the MEMS device in the form of a cantilever-type or diaphragm-type structure.