Thermal expansion and magnetostriction measurements under a magnetic field up to 20 kOe, applied parallel and perpendicular to the measuring direction, and in the temperature range 10 - 300 K have been performed on a Ni2MnGa polycrystal. The effects of zero field cooling and field cooling on both the self-strain (H=0) and the magnetic-field-induced strain (MFIS) have been studied. It has been found that the MFIS (measured on heating) strongly depends on whether a magnetic field was applied during the cooling process. The influence of the magnetic field is much more pronounced if applied during the austenite-martensite transition (induced strain) than when applied in the martensitic region (isothermal magnetostriction). After field cooling, the self-strain during heating (H=0) is comparable to the induced strain (H=15 kOe). Our study indicates that the applied magnetic field facilitates the growth of specific orientation variants along the field direction as the sample is cooled down through the martensitic transition.