With their abilities to induce electric charge, stress or deformation in response to external forces as well as the ease of fabrication, design flexibility and excellent electromechanical properties, piezoelectric materials have been widely used in actuators, sensors and even in nano/micro-electro-mechanical systems. With the rapid advancement of nano/micro-technology, from the perspective of theoretical analysis, the priority is to develop applicable models to describe the piezoelectric-thermoelastic responses of piezoelectric nano/micro-structures suffering transient heat conduction by taking the size-dependent effect and the memory-dependent effect into consideration. In this work, a new model based on the existing piezoelectric-thermoelastic model is established by introducing the nonlocality into the constitutive equations and the memory-dependent derivative into Moore-Gibson-Thompson (MGT) heat conduction equation respectively. Then, this new model is applied to investigating the dynamic responses of a piezoelectric nanoplate subjected to thermal shock. The corresponding governing equations are formulated and then solved by Laplace transform and its numerical inversion. In calculation, the influences of the time delay factor and the kernel function of MDD and the non-local parameter on the thermal, electric and elastic fields in the piezoelectric nanoplate are examined. Meanwhile, the predictions of transient response among different thermoelastic models are compared. The numerical results are illustrated graphically and discussed in detail. The obtained results show that MDD has a significant effect on the transient response, where the effect of the kernel function is more pronounced. This work may provide a theoretical reference for strength design, thermal protection and thermal processing strategies for piezoelectric nanodevices.