In this article, we present the thermo-mechanical analysis of an electron paramagnetic resonance (EPR) probe operating at cryogenic temperatures using finite element analysis. Thermo-mechanical analysis plays a key role in the mechanical design evaluation process as EPR probes are often subjected to large stresses under such extreme conditions. For simplification, we assume thermal conduction to be the dominant mode of heat transfer over convection and radiation. The simulation model consists of a cryostat-probe assembly with appropriate thermal and structural boundary conditions. The predicted temperature distributions from the steady-state thermal analysis is then used for the stress analysis of the EPR probe. The stress analysis indicated that stresses in the EPR probe are below the ultimate strengths of each component, and thus safe for running EPR experiments. Furthermore, the simulation results were confirmed experimentally, and we found that the predicted heat losses for the EPR probe assembly and the sample holder are in excellent agreement with the experimental measurements.