Piezoelectric fibrous composites of two, three and four phases are considered. The phase boundaries are cylindrical but otherwise the microgeometry is totally arbitrary. The constituents are transversely isotropic, and exhibit pyroelectricity. Exact relations are derived between the local fields arising under a uniform electromechanical loading and a uniform temperature change in the piezoelectric composite. For given overall material symmetry, exact connections are obtained among the effective elastic, piezoelectric and dielectric constants of two- and three-phase systems. It is also shown that the effective thermal stress and pyroelectric coefficients can be expressed in terms of the effective elastic, piezoelectric, dielectric constants and constituent properties in two-, three- and four-phase composites.