In this study, a three-dimensional thermo-elasto-plastic model is developed for simulating a continuous casting process. The obtained results are compared with those from different two-dimensional analyses, which are based on plane stress, plane strain, and generalized plane strain assumptions. All analyses are carried out using the meshless local Petrov-Galerkin method. The effective heat capacity method is employed to simulate the phase change process. The von Mises yield criterion and elastic-perfectly-plastic model are used to simulate the stress state during the casting process; while, material parameters are assumed to be temperature-dependent. Based on the three-dimensional and two-dimensional models, numerical results are provided to determine the stress, displacement, and temperature fields induced in the cast material. It is observed that the present meshless local Petrov-Galerkin method is accurate in three-dimensional thermo-mechanical analysis of highly nonlinear phase change problems. Reasonable agreements are observed between the results obtained from the three-dimensional analysis with those retrieved by the generalized plane strain assumption. However, it is observed that the results obtained under plane stress/strain conditions have some significant differences with the results obtained from three-dimensional modeling of continuous casting.