A support assembly for a bearing of a gas turbine engine includes a shaft extending along an axial direction. The support assembly includes an outer race positioned radially exterior to the bearing such that the outer race supports the bearing. Additionally, the support assembly includes a shape memory alloy damper positioned radially exterior to the outer race and at least partially supporting the outer race. Moreover, the shape memory alloy damper includes a plurality of sleeves. One or more sleeves of the plurality of sleeves include a shape memory alloy material.