In order to study the variation law of temperature and stress of overlying rock under the thermal solid coupling condition of underground coal gasification (UCG), the coal measure sandstone samples were heated in one direction, the variation law of temperature and thermal stress was analyzed, and the experiment was analyzed using the numerical simulation software COMSOL. The temperature field, stress field, and volume strain distribution of rock mass are obtained. The results show that in the heating stage of the heating plate, the temperature curve of each measuring point changes rapidly and the temperature rises rapidly, and due to the decrease of the heating rate of the heating plate, the change rate of thermal stress tends to decrease. In the circumferential region of the lower end face, stress stretching occurs and the radial strain is the largest. Under the constraint of unidirectional heating, the temperature distribution of rock along the height direction is obvious. The principal stress is mainly concentrated near the lower end face of the specimen. The research results are helpful to study the thermal damage and fracture characteristics of overlying sandstone of UCG from the perspective of thermal solid coupling.