The parametric shape optimization design and numerical method of thermal elasto-plastic stress and thermal elasto-plastic buckling, including the coupling interaction of non-steady heat conduction and nonlinear material attributes, for thermal coupled continuum structure are studied. Based on the generalized variational principle, the structural shape optimization sensitivity analysis for thermal stress and thermal buckling is achieved, in which the influences of structural plastic deformation, temperature field coupled material attributes, movements of boundary conditions of thermal structure according to the alteration of structural geometric model, together with structural elastic deformation, are all considered. Numerical calculations of thermal elasto-plastic structural response analysis and sensitivity analysis are the coupling processes between non-stable temperature field and elasto-plastic stress field. During the process, sensitivity analysis is calculated with finite element analysis tool. Utilize the parametric solid modeling technology and integration with CAD and CAE, parametric shape optimization design method for three dimensional continuum structure is accomplished. In the system, regeneration of finite element model is dynamic linking with dimension-drived geometric model and the full finite element model information can also be automatically modified up to the current geometric model. Integrating with parametric modeling method for multi-physics field problem, coupling analysis of thermal elasto-plastic response and sensitivity, optimization algorithms, this project is focused on thermal elasto-plastic coupled parametric shape optimization design of continuum structure.