In this study, we investigated the efficient FE modelling techniques for thermal stress analysis of the exhaust manifold subject to thermo-mechanical cyclic loadings. At first, full engine model was considered to identify the critical locations and their results were compared to failure site shown by the engine bench test. And the equivalent system model was proposed based on the mechanical behavior of the full engine model. The weak areas of both FE models show a good agreement with the experimental crack location. As a result, a simplified modelling methodology was verified to estimate the thermo-mechanical behaviors of the exhaust manifold under thermal shock test condition.