In this study, in order to reduce the local high temperature of the platform in inertial navigation system (PINS), a pin-fin heat sink with staggered arrangement is designed. To reduce the dimension of the inputs and improve the efficiency of optimization, a feasible global sensitivity analysis (GSA) based on Kriging-High Dimensional Model Representation with DIviding RECTangles sampling strategy (DIRECT-KG-HDMR) is proposed. Compared with other GSA methods, the proposed method can indicate the effects of the structural and the material parameters on the maximum temperature at the bottom of the heat sink by using both sensitivity and coupling coefficients. From the results of GSA, it can be found that the structural parameters have greater effects on thermal performance than the material ones. Moreover, the coupling intensities between the structural and material parameters are weak. Therefore, the structural parameters are selected to optimize the thermal performance of the heat sink, and several popular optimization algorithms such as GA, DE, TLBO, PSO and EGO are used for the optimization. Moreover, steady thermal response of the PINS with the optimized heat sink is also studied, and its result shows that the maximum temperature of high temperature region of the platform is reduced by 1.09 ℃ compared with the PINS without the heat sink.