The inner and outer surfaces of concrete lining in deep alluvium freezing shaft are exposed to different temperatures, taking the hydration heat of cement for pyrogen. Additional stresses are therefore observed in concrete lining, owing to its marked temperature drop at early ages. This paper makes a numerical calculation of the temperature and the thermal stress on freezing shaft lining by finite element methods and engineering monitoring. The results reveal that the concrete of shaft lining has a high heat-release rate in the early age. And the time when shaft lining reaches its maximum temperature is 4 days earlier than it reaches its maximum thermal tension stresses. At the time of one day after the shaft lining pouring, the inner and outer surface of shaft lining will crack owing to its hoop tension strain is greater than ultimate tension strain. The crack of concrete will increase with the modifications of temperature.