The pulverized coal gasification was performed in a bench-scale membrane wall entrained-flow gasifier, and the properties of coal ash and slag were analyzed. A 2D mathematic model of slag layer was developed for the thermal stress analysis of solid slag layer with cracks, and the crack extension was also investigated. The simulation results indicate that the thermal stress contours concentrate near the crack tip and there is a flat stress distribution in the other region. The maximum thermal stress is observed at the crack tip. Both the I and II type stress intensity factors are influenced by the slag temperature, the crack characteristic length, and the initial angle of crack. As the crack extends, the thermal stress distribution changes correspondingly. Additionally, the crack extension in the slag layer is of specific directivity.