Aiming at polymer bonded explosive (PBX) thick wall spherical shell structure in steady temperature field, a thermoelastic deformation analysis was launched and the failure damage status of the structure under the action of thermal stress was discussed. The temperature difference carrying capacity and first failure point position of thick wall spherical shell structure were analyzed by strength criterions including the maximum tensile stress criterion, von-Mises criterion, Mohr-coulomb criterion and Drucker-Prager criterion. The rule of the temperature difference carrying capacity of ordinary PBX structure was obtained via related structure shape and size parameters factors isolated by the dimensionless analysis. Results show that Drucker-Prager criterion is accurate to describe the failure damage status of PBX thick wall spherical shell structure. The failure damage status of PBX structure relates to the material characterization and structure size etc factors. Increasing the tensile strength of materials, decreasing the elastic modulus of materials and optimizing the structure size and shape can improve its temperature difference carrying capacity. The temperature difference carrying capacity of PBX structure at room temperature can be considered by tensile failure strain, improving the tensile failure strain of PBX structure can improve the temperature difference carrying capacity of PBX structure. The material properties of three kinds of PBX materials PBX9-A, PBX-E and PBX-C with same structure under thermal environment were compared, the temperature difference carrying capacity of PBX-A is 5.6 times that of PBX-C, and the temperature difference carrying capacity of PBX-E is 4.4 times that of PBX-C.