This new work aims to develop a full coupled thermomechanical method including both the temperature profile and displacements as primary unknowns of the model. This generic full coupled 3D exact shell model permits the thermal stress investigation of laminated isotropic, composite and sandwich structures. Cylindrical and spherical panels, cylinders and plates are analyzed in orthogonal mixed curved reference coordinates. The 3D equilibrium relations and the 3D Fourier heat conduction equation for spherical shells are coupled and they trivially can be simplified in those for plates and cylindrical panels. The exponential matrix methodology is used to find the solutions of a full coupled model based on coupled differential relations with respect to the thickness coordinate. The analytical solution is based on theories of simply supported edges and harmonic relations for displacement components and sovra-temperature. The sovra-temperature magnitudes are directly applied at the outer faces through static state hypotheses. As a consequence, the sovra-temperature description is assumed to be an unknown variable of the model and it is calculated in the same way as the three displacements. The final system is based on a set of coupled homogeneous differential relations of second order in the thickness coordinate. This system is reduced in a first order differential relation system by redoubling the number of unknowns. Therefore, the exponential matrix methodology is applied to calculate the solution. The temperature field effects are evaluated in the static investigation of shells and plates in terms of displacement and stress components. After an appropriate preliminary validation, new benchmarks are discussed for several thickness ratios, geometrical data, lamination sequences, materials and sovra-temperature values imposed at the outer faces. Results make evident the accordance between the uncoupled thermo-mechanical model and this new full coupled thermo-mechanical model without the need to separately solve the Fourier heat conduction relation. Both effects connected with the thickness layer and the related embedded materials are included in the conducted thermal stress analysis.