Based on the theoretical analysis, we performed finite element simulation of high pressure experiment in multi-anvil devices (XKY-6×2000 MN) to determine the temperature and the stress in WC anvil. The simulated results show that the temperature is not uniform, and the ununiform temperature can produce thermal-shear stress in the anvil. The peak value of thermal-shear stress lies on the beveling edge of the anvil, the peak value of thermal-shear stress is 0.62 GPa, which is 18 percent that of unheated anvil. The simulation results have been verified by high pressure synthesis experiment. We developed a new method to simulate the stress of WC anvil at high pressure and high temperature. This would greatly help the design of anvil with safe dimension.