The thermal and mechanical properties of Liquid Crystal Elastomers (LCEs) were characterized using various techniques for understanding of their physical behavior. The material used for investigation was synthesized by us, using Finklemann procedure, with proper cross linking density in nematic phase. The material is found to have unique coupling between anisotropic order of liquid crystal component and elasticity of polymer network. The chemical structures were confirmed by Fourier Transform Infrared (FTIR) Spectroscopy and Scanning Electron Microscopy (SEM). Fabry Perot Scattering Studies (FPSS), Thermal gravimetric Analysis (TGA) and Differential Scanning Calorimetry (DSC) were used to study thermal properties. The mechanical properties were studied using force sensor. Our investigation shows that this synthesized Liquid Crystal Elastomer has ability of spontaneous change as a function of temperature and mechanical force, which shows it as a unique class of soft material.