Marine composite cryogenic pipeline is one of the key equipment for offshore gas explorations, which is mainly used in the transmission of liquefied natural gas. Due to the harsh marine environment and extreme temperature of transmission medium, the marine composite cryogenic pipeline needs to bear both the tensile and bending loads caused by marine environments and the ultra-low temperature load caused by transmission medium. Due to the extremely low temperature of liquefied natural gas, about −163 °C, the structure and the composed material of cryogenic pipelines will be faced greatly challenges. Previous studies have considered mechanical properties or temperature loading separately. In this research, the structural performance of the marine composite cryogenic pipeline under the combined action of mechanical loads and thermo-load is studied with numerical methods. The framework of the coupled mechanical and thermo-analysis for the structure of composite cryogenic pipeline is established. The numerical results show that the temperature distribution has great impacts on the structural responses of the cryogenic pipeline. The coupled mechanical and thermo analysis of the cryogenic pipeline is proved to be necessary. The established method and framework provide a reference for the engineering design and application of the marine composite cryogenic pipeline.