A sealing arrangement for sealing a gap (22) between two adjacent, thermally loaded components (14, 14′) of a thermal machine, especially a turbomachine or gas turbine, includes a seal (25) which is supported in a recess (23) which extends transversely to the gap (22) and traverses said gap (22). An efficient and simple improvement of the sealing arrangement is made by the seal (25) being formed at least partially of a shape memory alloy in such a way that, when a pre-specified temperature limit is exceeded, the seal changes its sealing behavior.