The reduction and re-oxidation of anode have significant effects on the integrity of the solid oxide fuel cell (SOFC) sealed by the glass-ceramic (GC). The mechanical failure is mainly controlled by the stress distribution. Therefore, a three dimensional model of SOFC is established to investigate the stress evolution during the reduction and re-oxidation by finite element method (FEM) in this paper, and the failure probability is calculated using the Weibull method. The results demonstrate that the reduction of anode can decrease the thermal stresses and reduce the failure probability due to the volumetric contraction and porosity increasing. The re-oxidation can result in a remarkable increase of the thermal stresses, and the failure probabilities of anode, cathode, electrolyte and GC all increase to 1, which is mainly due to the large linear strain rather than the porosity decreasing. The cathode and electrolyte fail as soon as the linear strains are about 0.03% and 0.07%. Therefore, the re-oxidation should be controlled to ensure the integrity, and a lower re-oxidation temperature can decrease the stress and failure probability.