In this paper, the thermal stress characteristics of the pipe-in-pipe(PIP) system under high temperature condition are analyzed. The PIP is a type of pipe applied in sodium-cooled faster reactor(SFR) and has a different geometry from a single pipe. In particular, under the high temperature condition of the SFR, the high thermal stress is generated due to the temperature gradient occurring between the inner pipe and outer pipe. To investigate the thermal stress characteristics, three cases are considered according to geometry of the support. The fully constrained support and intermediate support are considered for case 1 and 2, respectively. For case 3, both supports are applied to the actual curved pipe. The finite element(FE) analyses are performed in two steps for each case. Firstly, the heat transfer analysis is carried out considering the thermal conduction, convection and radiation conditions. From the heat transfer analysis, the temperature distribution results in the piping system are obtained. Secondly, the structural analysis is performed considering the temperature distribution results and boundary conditions. Finally, the effects of the geometric characteristics on the thermal stress in the PIP system are analyzed.