Pyroelectricity describes the generation of electricity by temporal temperature change in polar materials. When free-standing pyroelectric materials approach the 2D crystalline limit, how pyroelectricity behaves remained largely unknown. Here, using three model pyroelectric materials whose bonding characters along the out-of-plane direction vary from van der Waals (In2Se3), quasi-van der Waals (CsBiNb2O7) to ionic/covalent (ZnO), we experimentally show the dimensionality effect on pyroelectricity and the relation between lattice dynamics and pyroelectricity. We find that, for all three materials, when the thickness of free-standing sheets becomes small, their pyroelectric coefficients increase rapidly. We show that the material with chemical bonds along the out-of-plane direction exhibits the greatest dimensionality effect. Experimental observations evidence the possible influence of changed phonon dynamics in crystals with reduced thickness on their pyroelectricity. Our findings should stimulate fundamental study on pyroelectricity in ultra-thin materials and inspire technological development for potential pyroelectric applications in thermal imaging and energy harvesting.