Stainless steel is used as a new generation of long-span metal roof systems with continuous welding technology, which exhibits many unknown behaviors during temperature action. This study focuses on the temperature effect of a continuous welded stainless steel roof (CWSSR) system and analyzes the stress distribution of plate rib (PR), plate surface (PS), and support (SU), and the horizontal and vertical displacement. Furthermore, the thermal action of the CWSSR system is comprehensively analyzed considering different loading rates, constant temperature time, and the cycle number. Research results show that the stress concentration and thermal expansion of the CWSSR system are obvious, and fatigue damage occurs under long-term temperature action. The responses of the CWSSR system are greatly influenced by the loading rate and the cycle number but are less influenced by the constant temperature time. Loading rate and the cycle number mainly affect the plate surface stress and vertical displacement. The plate surface stress and vertical displacement peak increased by 34.6% and 29.6% with the loading rate, and changed by 32.4% and 42.5% with the cycle number. Cyclic loading reduces support tensile capacity by 4.4%. The research results can provide reference for the design and application of temperature field resistance of the CWSSR system.