Compared with traditional optical fiber lasers, double-clad photonic crystal fiber (PCF) lasers have larger surfacearea-to-volume ratios. With an increase of output power, thermal effects may severely restrict output power and deteriorate beam quality of fiber lasers. We utilize the heat-conduction equations to estimate the maximum output power of a double-clad PCF laser under natural-convection, air-cooling, and water-cooling conditions in terms of a certain surface-volume heat ratio of the PCF. The thermal effects hence define an upper power limit of double-clad PCF lasers when scaling output power.