Understanding the laser-induced thermal damage mechanism is important to the development of high power continuous wave (CW) laser. In this paper, we monitor the evolution of damage via a self-build optical element testing platform and build a correspond theoretical model based on the temperature field and heat conduction theory. The waveband of optical coatings (ZnSe and YbF3) under test is dedicated for the mid-infrared. Using a 10 kW level mid-infrared CW laser, the thermal stress damage process of the optical coatings caused by surface contaminants is recorded. The Finite Element Method was employed to calculate the thermal damage mechanism of mid-infrared optical coatings. The calculated thermal damage mechanism agrees very well with our experiment. To the best of our knowledge, this is the first comprehensive study on thermal damage mechanism of mid-infrared coatings with surface contaminants induced by CW laser.