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The incorporation of superelastic shape memory alloy (SMA) fibers into engineered cementitious composite (ECC) materials can provide high seismic energy dissipation and deformation self-centering capabilities for ECC materials. Whether the SMA fibers can be sufficiently bonded or anchored in the ECC matrix and whether the mechanical properties of the SMA fibers in the ECC matrix can be effectively utilized are the key scientific issues that urgently need to be studied. In order to study the mechanical behavior of SMA fiber embedded in ECC matrix, four groups of semi-dog-bone pullout specimens were fabricated, and the cyclic pullout tests were conducted in this paper. The pullout stress, displacement, and self-centering capability were analyzed, and different influencing factors were discussed. The results show that the knotted ends can provide sufficient anchorage force for SMA fibers, and the maximum pullout stress of SMA fiber can reach 1100 MPa, thus the superelasticity can be effectively stimulated. The SMA fibers show excellent self-centering capability in the test. The minimum residual deformation in the test is only 0.29 mm, and the maximum self-centering ratio can reach 0.93. Increasing bond length can increase the ultimate strain of SMA fibers with knotted ends, but reduce the maximum pullout stress. Increasing fiber diameter can increase both the ultimate strain and the maximum stress of knotted end SMA fibers. While neither bond length nor fiber diameter has significant effect on the self-centering ratio. This paper provides a theoretical basis for further study of the combination of SMA fibers and ECC materials. [ABSTRACT FROM AUTHOR]