In this paper, analysis of temperature and stress distributions in the roll for a twin roll continuous casting process was carried out. Firstly, several state equations were set up to determine the temperature distribution in the roll using finite difference method. Secondly, thermal stress in the roll was calculated numerically. Also, stress distribution due to the roll pressure was calculated to determine the effect of the roll pressure. For analysis of temperature distributions and the stress states of the roll, there are three kinds of roll materials, 2ICrMoV5. 11, CuCo/NiBe, CuCrZr and three types of cooling system were used.