Abstract: As a supplement to traditional physical coal mining technology, underground coal gasification (UCG) is a new generation of chemical coal mining technology. During the gasification, the wellbore of UCG production wells is subjected to the combined action of high temperature and internal pressure loads. Targeting the structural characteristics of the wellbore of UCG production wells, this study, based on the heat transfer theory, established a calculation model for the transient temperature of the wellbore under the cooling through annular spray water injection. By combining the wellbore pressure model, as well as the elasticity theory and the wall cylinder theory, this study constructed a calculation model for the temperature and stress fields of the combination of casing, cement sheath, and surrounding rocks in strata. The results of this study indicate that the stresses of various parts of the wellbore increase due to restricted thermal expansion or shrinkage under a high temperature. Under the condition of natural cooling, the maximum stresses of the casing and the cement sheath were theoretically calculated at 2 640.6 MPa and 151.3 MPa, respectively, both of which exceeded the permissible compressive stresses of the materials themselves. When the temperature was ignored, the casing and the cement sheath exhibited axial stress of merely 28.4 MPa and 15.0 MPa, respectively, which were far less than those when the temperature was considered. Under the condition of cooling through annular spray water injection, the wellbore stress can be effectively reduced by controlling the temperature of the spray chamber. The wellbore stress increases with an increase in the pressure within the casing. Accordingly, the change in the pressure within the casing will change the stress directions of the casing and cement sheath. These changes should be explored on a case-by-case basis when checking the strength of the casing and cement sheath. The interfaces on both sides of the cement sheath generally exhibit a large stress drop, and the performance parameters of the cement sheath are closely related to the wellbore stress. Furthermore, the contact stress between the casing and cement sheath decreases with a decrease in the elastic modulus of the cement sheath or an increase in its Poisson’s ratio. In other words, the contact stress can be reduced by using the cement sheath material with high cementation, ductility, and Poisson's ratio. The above results can provide a reference for the structural design and production process of UCG production wells.