The cold-drawn, programmed shape memory polymer (SMP) fibers show excellent stress recovery property, which promotes their application as mechanical actuators in smart material systems. A full understanding of the thermomechanical-damage responses of these fibers is crucial to minimize the trial-and-error manufacturing processes of these material systems. In this work, a multiscale viscoplastic-viscodamage theory is developed to predict the cyclic mechanical responses of SMP fibers. The proposed viscoplastic theory is based on the governing relations for each of the individual microconstituents and establishes the microscale state of the stress and strain in each of the subphases. These microscale fields are then averaged through the micromechanics framework to demonstrate the macroscale constitutive mechanical behavior. The cyclic loss in the functionality of the SMP fibers is interpreted as the damage process herein, and this cyclic loss of stress recovery property is calibrated to identify the state of the damage. The continuum damage mechanics (CDM) together with a thermodynamic consistent viscodamage theory is incorporated to simulate the damage process. The developed coupled viscoplastic-viscodamage theory provides an excellent correlation between the experimental and simulation results. The cyclic loading-damage analysis in this work relies on the underlying physical facts and accounts for the microstructural changes in each of the micro constituents. The established framework provides a well-structured method to capture the cyclic responses of the SMP fibers, which is of utmost importance for designing the SMP fiber-based smart material systems.