A method of thermal strain relieving T/C or RTD wires that have been cold-worked (stamped, machine-formed, etc). For Platinum RTDs elements after winding, anneal at 1800-2200°F, then air-cool. For thermocouples, anneal for 15 minutes at 900-1000°C, cool slowly at about 500°C, then air-cool. Heat treat in clean dry air or Nitrogen or Argon or (if components are required bright) in cracked ammonia or hydrogen with a very low dew point (-40°C and low impurity content). Before annealing, decrease in TCE or other suitable solvent.