The mathematical model is developed for description of thermomechanical processes at cooling during high temperature annealing with the known initial temperature distribution (the temperature of holding) and stresses (acquired stresses at the final of a holding). It is taken into account the thermal sensitivity and material hardening at elasto-plastic solid deforming. The methodology based on the finite element method is proposed for solving thermomechanics problems of wide range. The suitable software is developed. At the final stage of annealing a cylindrical solid it is investigated residual stresses being formed on the cooling stage.