Thermo-electromechanical coupling analysis at micro and nano temporal and spatial scales becomes significantly important with extensive application of ultrafast heating technology to micro/nano-machining and manufacturing of piezoelectric micro/nano-devices, where the size effects in heat conduction and elastic deformation remarkably increase. This article aims to establish a new nonlocal piezoelectric thermoelasticity theory based on newly developed model of Eringen-type nonlocal single-phase-lag heat conduction via Eringen’s nonlocal continuum mechanics. The proposed model is applied to analyze the thermo-electromechanical responses of piezoelectric nanorod by Laplace transformation technique. The effects of nonlocal characteristic lengths on wave propagations and structural transient response are evaluated and discussed.