The authors present a numerical study of a start-up of a boiler with a thick-walled element subjected to thermomechanical loading. The significance of calculations of real heat transfer coefficients has been demonstrated. Fluid dynamics, mechanical transient thermal and static structural calculations have been conducted in both separate and coupled modes. Strain-stress analyses prove that the effect of the heat transfer coefficient changing in time and place in comparison with a constant one as recommended by standards is the key factor of fatigue calculations.