Abstract: Finite element analysis and orthogonal experimental design methods are two major mathematical tools in engineering analysis, the optimal thermal and stress performance of cooling stave can be accurately achieved by using both of the mathematical methods. The orthogonal experimental design method was employed to determine the group of cooling staves which have different structural parameters. The steady-state highest temperature and thermal stress of cooling staves was numerically simulated and analyzed by engineering software ANSYS. The optimal structural parameters of cooling stave were obtained by using MATLAB multi-objective optimize method. The calculation results showed that the highest temperature of optimized cooling stave was (7.88)% lower than the original one and the highest thermal stress of optimized cooling stave was 6.14% lower than the original one.