A thermal-mechanical coupling analysis of a train wheel disk braking system was performed using the finite element package ABAQUS. The contact force, stress and strain of the brake disk, bolts and other components during braking process were studied, the temperature distribution of brake disk was analyzed under different speed and axle load in two continuous braking applications. The results show that the brake disk is heated rapidly but cooled slowly in the braking process, and the maximum stress is located at the bottom of bolt. The temperature of the brake disk is increased linearly with the increase of train speed and axle load, but under different train speed, the time to the highest temperature is different from each other. There are two peaks of surface temperature of the brake disk during two continuous braking applications. The highest temperature in the second braking application is lower than that in the first braking application, but the time to the highest surface temperature is shorter than that in the first braking application.