The study of the effective thermomechanical response of active fibrous composites with shape memory alloy (SMA) fibers is the subject of this work. A 3-D constitutive response for the SMA fibers is formulated first. To model thermomechanical loading path dependence, an incremental approach is used assuming that within each stress and temperature increment the volume fraction of the martensitic phase remains constant in the SMA fibers. The Mori-Tanaka averaging scheme is then used to give an estimate of the instantaneous effective thermomechanical properties in terms of the thermomechanical properties of the two phases and martensitic volume fraction. A unit cell model for a periodic active composite with cubic and hexagonal arrangement of fibers is also developed to study the effective properties using finite element analysis. It is found that since the fibers and not the matrix undergo the martensitic phase transformation that induces eigenstrains, the Mori-Tanaka averaging scheme accurately models the thermomechanical response of the composite, relative to the finite element analysis, for different loading paths. Specific results are reported for the composite pseudoelastic and shape memory effect for an elastomeric matrix continuous SMA fiber composite.