As an exploratory study for the thermodynamic response in many engineering applications, numerical methods are a powerful technique to simulate the dynamic performance of thermoelasticity coupling problems based on the classic Fourier heat conductive law. Basically, the influence of coupling terms cannot be ignored for the dynamically coupling problem subjected to shock loadings. In order to deal with this complex type of coupling problem more conveniently, the element differential method (EDM) is developed for solving thermoelasticity problems. Since EDM does not use variational principles or virtual work principles to establish a solution format, it has higher flexibility in dealing with such complex coupling problems. This work establishes the dynamical scheme of the EDM for solving some 2D and 3D thermoelastic problems. In thermoelastic problems, an energy loss is caused by the coupling effect, leading to the changes in the temperature field and displacement field. And the shock loading caused the wave propagation. The examples under shock loading prove that EDM is accurate and efficient in solving dynamic coupled thermoelasticity problems.