This work proposes an enhanced method for thermal energy harvesting exploiting combined pyroelectric, piezoelectric and shape memory (SME) effects, and presents its experimental validation. A material which is pyroelectric is also piezoelectric. If it is combined with a material with SME, which generates large strain and stress in a rather narrow temperature range, the resulting composite material would generate voltage from temperature variations using two different energy conversion principles at once: (1) pyroelectric effect, (2) piezoelectric effect driven by SME. A Macro Fiber Composite piezoelectric was shown here to exhibit significant pyroelectric effect (similar to 4 V/degrees C). When combining it with a SME Ti-Ni-Cu alloy into a laminated structure, this effect increased by 50%. This increase may be an order of magnitude higher for an optimized system. Such composites open an opportunity to harvest thermal energy from natural sources, since this method can increase the rather low efficiency of current pyroelectric materials especially for small temperature variations.