During the continuous casting process, physical properties of slab for continuous casting at high temperature have an important effect on the slab quality in different part and the curve establishment of external target temperature for slab. It has significance to simulate and investigate the physical behaviors of slab at high temperature during the continuous casting process. Investigation existent in this field is scarce around the world. Continuous casting process is a complicated cooling process in unsteady state that sometimes the external temperature of slab will rise. In allusion to temperature rise and temperature drop, the paper simulated and investigated the physical properties of slab AH36 at high temperature under conditions of different temperatures and different temperature variation velocities, such as thermal expansion property, differential thermal analysis curve (DSC), isobaric thermal capacity (CP) and so on. Results of the investigation have provided a scientific data base for a further study on continuous casting technology and quality control for steel AH36.