This work focuses on mathematically studying thermoelastic damping (TED) and frequency shift (FS) in micro-scale piezoelectro-magneto-thermoelastic (PEMT) composite beams composed of BaTiO3-CoFe2O4 combination. Pertaining to cutting-edge micro-technologies implemented in several engineering/scientific applications now-a-days, micro-scale doubly clamped (CC), doubly simply supported (SS), clamped-free (CF), and clamped-simply supported (CS) beams are extensively analyzed. The beams are modeled following the linear Euler–Bernoulli assumptions. The first two eigenvalues of all beams are numerically obtained using Newton-Raphson method. The closed-form expressions of TED and FS of all beams are derived analytically. The influences of Classical dynamical coupled (CL), Lord-Shulman (LS) & Green-Lindsay (GL) thermoelasticity theories, beam dimensions, BaTiO3 volume fraction (Ωf), and the first two modes M1 & M2) on the TED & FS are meticulously analyzed. Critical thickness (CrTh), critical length (CrLt), and TED (inverse Quality factor) of the beams are numerically obtained and studied. Among other key outcomes, the existence of a critical value of Ωf is established in the range Ωf∈ [ [0.5, 0.55], at which, the TED and FS display a drastic change in their natures. The outcomes of the present analysis may find immense potential uses in the design and development of PEMT composite micro-beams, and their applications in several areas such as supporting/stiffening other micro/nanostructures, construction works, sensitive sensing applications, etc.