A three-dimensional fluid-thermal-structural coupled analysis for a radial inflow micro gas turbine is conducted. First, a fluid-thermal coupled analysis of the flow and temperature fields of the nozzle passage and the blade passage is performed by using computational fluid dynamics (CFD). The flow and heat transfer characteristics of different sections are analyzed in detail. The thermal load and the aerodynamic load are then obtained from the temperature field and the pressure distribution. The stress distributions of the blade are finally studied by using computational solid mechanics (CSM) considering three cases of loads: thermal load, aerodynamics load combined with centrifugal load, and all the three types of loads. The detailed parameters of the flow, temperature, and the stress are obtained and analyzed. The numerical results obtained provide a useful knowledge base for further exploration of radial gas turbine design.