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Steel is widely used due to its remarkable mechanical properties. Heat treatments are applied in steels to enhance these properties, affecting the microstructure. Since little is known concerning phase interactions during heat treatments, a model of the microstructural evolution of steel is considered. The austenite to pearlite phase transformation in eutectoid steel when subject to non-isothermal continuous cooling was simulated. To predict the thermomechanical behaviour of each phase during continuous cooling, a coupled multiphase field and finite element models are used. The information from each phase of the microstructure is then used in a finite element commercial code, where the materials’ thermoelastoplastic constitutive equations are applied though a user routine for each microstructure constituent. Periodic boundary conditions are used in the representative unit cell. The thermomechanical behaviour of each phase is numerically taken into account. The evolution of von Mises stress and strain is analysed for each phase. Quantitative results for the thermomechanical behaviour of the microstructure during continuous cooling heat treatment are achieved and this study provides an understanding of the relation between microstructure and thermal and mechanical behaviour of the different phases of the microstructure.