We study the thermomechanical loading of laminated structural elements, which contain layers made from alloys with shape memory. When temperature (and strains) changes, the phase transformations (direct austenitic-martensate transformations at cooling and inverse martensate-austenitic transformations at heating) take place in the layers made from alloys with shape memory. As a result, significant phase strains appear in the active structural elements, and significant deformations take place. This gives us an opportunity to control deformations of active composite elements. We consider a problem of deformation of three-layered cylindrical panels under bending, following a coupled thermomechanical statement of the problem. In this case, the process of phase transformations in active elements made from alloys with shape memory takes place and mechanical characteristics of the elements depend not only on the temperature, but also on the strains produced in the system. Following a coupled statement, we study the behavior of laminated cylindrical shells. In such a system, the effect of several layers made from different alloys with shape memory can be considered.