Let Sm(c) denote a sphere with a positive constant curvature c and Mn(n≥3) be an n-dimensional compact pseudo-umbilical submanifold in a Riemannian product space Sm(c)×R with a nonzero parallel mean curvature vector (PMC), where R is a Euclidean line. In this paper, we prove a sequence of pinching theorems with respect to the Ricci, sectional and scalar curvatures of Mn, which allow us to generalize some classical curvature pinching results in spheres.