In twin-roll continuous strip casting, casting roll is heated by molten metal, and thermal deformation is caused to change strip thickness and quality. It is imperative to understand casting roll temperature distribution and thermal deformation. In this paper, a 2D finite element (FE) model is built to analyze casting roll temperature and thermal deformation under various casting processing parameters. The influences of shrink fit of roll sleeve and shaft are taken into account and the coating was treated to be consistent to the actual situation. The results show that casting temperature fluctuates cyclically within a thin top layer in stable casting, and there is almost no temperature fluctuation near cooling water holes.