The thermomechanical behavior of a standard single mode fiber with different coating materials is theoretically analyzed under different temperature conditions. Results show that the thermal expansion/shrinkage of the fiber coating introduces an extra strain on the optical fiber and can modify its thermal response. Distributed fiber sensors based on coherent Rayleigh and Brillouin scatterings are employed to characterize the impact of different coatings on the temperature sensitivity. The standard coating with dual-layer demonstrates little influence on the thermal response at room temperature due to the softness of primary coating, but it increases the temperature sensitivity by some 50 % at ~ 220 K as the primary coating becomes stiffer at low temperature. Optical fibers with aluminum (Al) and Ormocer® coatings are also experimentally tested. All the measured results agree well with the theoretical analysis.