High-T_c thin-film superconductor devices operate at cryogenic conditions. However, thermal stress occurs between the film and substrate during the cooling process from room temperature, which is caused by the mismatch of thermal expansion coefficients. In this study, a two-dimensional finite element model for thermal stress analysis of YBCO-MgO structure was established, considering actual temperature-dependent physical properties and cooling process. The influences of structural geometric parameters (film thickness, width and substrate thickness), gold plating, defects and boundary thermal resistance were analyzed, and thermal fatigue under repeated thermal cycles was prospected. Results show that the optimal film thickness is about 600 nm; aligning film width with substrate reduces thermal stress by 71%. Gold plating and defects expand stress concentration areas. Moderate boundary thermal resistance improves film-substrate adhesion, while excessive resistance causes severe cooling lag, risking failure to enter superconducting state. This study provides reference for the design and reliability improvement of high-T_c thin-film superconductor devices.