Coil inductance calculation is one of the difficulties in Tesla transformer design. The estimation formulas of the conical winding Tesla transformers with different structures are derived by the simplified equivalent of magnetic circuits, and the estimation results are quite different and inaccuracy. This paper provides an energy method based on the FEM (finite element method) to calculate the coil inductance for a double-core conical winding Tesla transformer. A two-dimensional FEM simulation model is established, the magnetic flux density and flux lines distribution have been analysis. And the primary and secondary inductances of the transformer are calculated. Compared the estimation formula results with the FEM results, the results show that the error difference calculated by the formula estimation is about 3.61%, and the FEM error difference is about 0.4%. The calculation results of FEM are more accurate and convenient, and this method can provide reference for the design of conical winding Tesla transformers.