Due to the widespread use of sandwich structures in many industries and the importance of understanding their mechanical behavior, this paper studies the thermomechanical buckling behavior of sandwich beams with a functionally graded material (FGM) middle layer and two composite external layers. Both composite skins are made of Poly(methyl methacrylate) (PMMA) reinforced by carbon-nano-tubes (CNTs). The properties of the FGM core are predicted through an exponential-law and power-law theory (E&P), whereas an Eshelby–Mori–Tanaka (EMT) formulation is applied to capture the mechanical properties of the external layers. Moreover, different high-order displacement fields are combined with a virtual displacement approach to derive the governing equations of the problem, here solved analytically based on a Navier-type approximation. A parametric study is performed to check for the impact of different core materials and CNT concentrations inside the PMMA on the overall response of beams resting on a Pasternak substrate and subjected to a hygrothermal loading. This means that the sensitivity analysis accounts for different displacement fields, hygrothermal environments, and FGM theories, as a novel aspect of the present work. Our results could be replicated in a computational sense, and could be useful for design purposes in aerospace industries to increase the tolerance of target productions, such as aircraft bodies.