Bulk high-temperature superconductors (HTSs) have a high critical current density and can trap a large magnetic field. When bulk superconductors are magnetized by the pulsed field magnetization (PFM) technique, they are also subjected to a large electromagnetic stress, and the resulting thermal stress may cause cracking of the superconductor due to the brittle nature of the sample. In this paper, based on the H-formulation and the law of heat transfer, we can obtain the distributions of electromagnetic field and temperature, which are in qualitative agreement with experiment. After that, based on the dynamic equilibrium equations, the mechanical response of the bulk superconductor is determined. During the PFM process, the change in temperature has a dramatic effect on the radial and hoop stresses, and the maximum radial and hoop stress are 24.2 MPa and 22.6 MPa, respectively. The mechanical responses of a superconductor for different cases are also studied, such as the peak value of the applied field and the size of bulk superconductors. Finally, the stresses are also presented for different magnetization methods.