This article presents data from the investigation of the thermal characteristics and mechanical behaviors of twelve different compositions of a polyurethane shape memory polymer (SMP). Each of the SMP compositions has a unique molar ratio of three monomers: (i) hexamethylene diisocyanate (HDI), (ii) N,N,N′,N′-Tetrakis(2-Hydroxypropyl)ethylenediamine (HPED), and (iii) Triethanolamine (TEA). The thermal characteristic datasets for each composition include the glass transition temperatures, as obtained from differential scanning calorimetry (DSC) and dynamic mechanical analysis (DMA), and the thermal degradation thresholds, as found from thermogravimetric analysis (TGA). The mechanical behaviors of the SMPs are represented by the failure stresses and strains, as obtained by cyclic tensile testing and failure testing, respectively. The interpretation of these measurements as well as a discussion of the potential usage of candidate SMP compositions for medical devices can be found in the companion article by Kunkel et al. (2018) [1], “Synthesis and characterization of bio-compatible shape memory polymers with potential applications to endovascular embolization of intracranial aneurysms.”