The integration of piezo-phototronic and pyro-phototronic effects present a promising approach to enhance the performance of modern self-powered and ultrasensitive sensing systems. Thus, the multi-effect coupling of piezo-pyro-phototronics has emerged as a transformative platform, enabling significant advancements in ultrasensitive opto-electronic sensing, energy harvesting, and bio-inspired applications. These advancements are driven by distinctive facile and cost-effective manufacturing approaches, rapid response, reduced unwanted noises, and lower power consumption. In opto-electronic systems, the generation of piezoelectric charges and changes of electronic properties at the heterointerface under the piezo-phototronic effect modulate the generation, separation, drift, and recombination of the photogenerated charge carriers. Differently, the pyro-phototronic effect is a thermo-responsive phenomenon driven by the temperature fluctuations in a material under the action of pulsed irradiation, enhancing the innate pyroelectric polarization characteristics. Therefore, harnessing the potential of piezo-pyro-phototronics will significantly boost output photovoltage and photocurrent in semiconductor heterojunction devices. This review provides a comprehensive overview of the underlying physics of piezo-phototronic and pyro-phototronic effects, and their state-of-the-art advancements in sensing, energy harvesting, and bio-medical applications. Additionally, it highlights the challenges and offers insightful perspectives to guide the scientific community toward future innovations in self-powered optoelectronic and sensing devices.