In this paper, a series of enhanced physics-informed neural networks (PINN) models without labeled data is proposed to solve the weakly and fully coupled thermomechanical problems. In these models, to better predict the thermal and mechanical responses, PINNs consisting of different deep neural networks (DNN) representing temperature, displacement, and stress are specifically constructed. Furthermore, to elevate the accuracy and avoid possible training failure, several advanced algorithms are developed to ensure the effectiveness of imposing boundary conditions, refining sampling distributions, and enhancing training strategy. A notable aspect of the enhanced PINNs is their independence from expensive, labeled data, relying solely on the temporal and spatial information embedded within the sampling points. The effectiveness and accuracy of the enhanced PINNs are validated through extensive numerical examples, including heat conduction and both weakly and fully coupled thermomechanical problems. The comparation between original PINN and enhanced PINN illustrates the necessity of involving these enhanced methods. The results demonstrate the significant potential of PINN methodologies in engineering areas involving complex thermomechanical processes.