This paper examines the feasibility of roll-threading superelastic Cu-Al-Mn shape memory allow (SMA) rods. The key idea behind this study was to perform roll-threading between quenching and aging, where cold workability of the material is relatively high. To obtain excellent superelasticity, single-crystal superelastic Cu-Al-Mn SMA rods were prepared with 16-mm diameter and 300-mm length. Threadability was studied by dimensional inspection and surface observations. Mechanical properties of the threaded rods were examined by cyclic tension tests. Comparisons between rolled and cut threads were made by cutting each single-crystal rod into halves to obtain two rod specimens having the same crystal orientation, thus ensuring fair comparison by excluding the influence of variations in orientations of the single-crystal rod. From the study, it was demonstrated that roll-threading of Cu-Al-Mn SMA rods was possible if roll-threading is performed between quenching and aging. Since additional heat treatment from the ordinary manufacturing process is unnecessary, roll-threading of Cu-Al-Mn SMA rods is as easy as that of steel rods. It was also demonstrated that the roll threads had significantly superior fatigue resistance compared with the cut threads of the same size. These results suggest that superelastic Cu-Al-Mn SMA rods with rolled threads are suitable for mass production to be used in structural and earthquake engineering applications.