Characteristics of macrodeformation behavior of the cycling failure specimens of a Fe-Ni-Cr alloy were studied under in-phase and out-of-phase synchronization of thermal cycling with mechanical cycling. Varied hysteresis loops characterize different cycling hardening behavior under in-phase and out-of-phase thermomechanical fatigue (TMF). Out-of-phase caused stronger hardening and severe asymmetry of cycling stress leading to a shorter failure life. Meanwhile thermomechanical cycling weakening hardening behavior occurred in the higher temperature region in each cycling. Asymmetry of the configuration change of the specimen is evident under Out-of-phase.