In this paper, we present a study of thermal, average power scaling, change in index of refraction and stress in photonic crystal fiber lasers with different pump schemes: forward pump scheme, backward pump scheme, forward pump scheme with reflection of 98%, backward pump scheme with reflection of 98% and bi-directional pump scheme. We show that management of thermal effects in fiber lasers will determine the efficiency and success of scaling-up efforts. In addition, we show that the most suitable scheme is the bi-directional.