Based on the analyses of aluminum melt flow, solidification, heat transfer during the process of twin-roll casting, a coupling mathematical model of aluminum thin-gauge high-speed casting was developed, which included the casting roller shell. At the same time, Galerkin method was adopted to solve the coupling model. The fluid field and temperature field of aluminum melt in casting zone, the temperature field and thermal stress field of roller shells were simulated by the coupling model. When the casting velocity is 7 m/min, and the thickness of strip is 2 mm, the circumfluent area comes into being in the casting zone, and the mushy zone dominates the casting zone, while the temperature of melt decreases rapidly as it approaches the rollers. The temperature of the roller shell varies periodically with the rotation of roller, and reaches the highest temperature in the casting zone, while the temperature of roller shell decreases gradually as it leaves the casting zone. The difference of thermal stress between the inner surface and outer surface of the roller shell is very large, and the outer surface suffers tensile-compressive stress.