The US Navy’s 2004 Unmanned Underwater Vehicle (UUV) Master Plan outlines its aims to expand the role of UUVs in Navy missions, and one of the key areas of interest is the increase in UUV range and endurance. A class of UUVs known as underwater gliders achieves this objective by cyclically modifying its buoyancy, and covering horizontal distance with its climb/dive patterns. The present study proposes the use of shape memory alloys (SMAs) in a buoyancy heat engine (BHE) where the oceanic thermocline would be exploited to produce martensite-austenite phase transformations that in turn change the buoyancy of a piston cylinder device. The working principle of the device involves transitioning between the following two states. At low temperature (depth) the SMA wires are tensioned into a detwinned martensitic state by a compressed spring in parallel. This moves the piston in a cylinder to increase the chamber volume and device buoyancy. At higher temperature (surface) the SMA wires undergo a martensite-to-austenite phase transformation, recover part of the strain, and reduce the volume and buoyancy of the piston cylinder. This paper presents the analysis, design, fabrication, and testing of a prototype device. The device was immersed in a water bath and it was demonstrated that its volume would change, as expected, with change in temperature of the water bath. Simulation results showed good correlation with test data.