Ferritic-martensitic Oxide Dispersion Strengthened (ODS) steels are potential materials for fuel pin cladding in Sodium Fast Reactor (SFR) and their optimisation is essential for future industrial applications. In this paper, a feasibility study concerning the generation of tensile specimens using a quenching dilatometer is presented. The ODS steel investigated contains 9%Cr and exhibits a phase transformation between ferrite and austenite around 870 °C. The purpose was to generate different microstructures and to evaluate their tensile properties. Specimens were machined from a cladding tube and underwent controlled heat treatments inside the dilatometer. The microstructures were observed using Electron Backscatter Diffraction (EBSD) and tensile tests were performed at room temperature and at 650 °C. Results show that a tempered martensitic structure is the optimum state for tensile loading at room temperature. At 650 °C, the strengthening mechanisms that are involved differ and the microstructures exhibit more similar yield strengths. It also appeared that decarburisation during heat treatment in the dilatometer induces a decrease in the mechanical properties and heterogeneities in the dual-phase microstructure. This has been addressed by proposing a treatment with a much shorter time in the austenitic domain. Thereafter, the relaxation of macroscopic residual stresses inside the tube during the heat treatment was evaluated. They appear to decrease linearly with increasing temperature and the phase transformation has a limited effect on the relaxation.