Under high temperature conditions, such as fire, high performance concrete will undergo material degradation or even spalling. Spalling is the most detrimental damage to concrete structures. To prevent concrete from spalling, the mechanism should be understood. In this paper, an anisotropic damage model, in which both the thermal stress and vapor pressure are incorporated, is presented to analyze the spalling mechanism. The spalling phenomenon is studied based on two cases of different moisture contents. It is concluded that when the vapor pressure is present, concrete will behave much more brittlely.