Magnesium fluoride (MgF₂) is a widely used optical window material in lasers. Laser-induced damage in MgF₂ materials involves complex thermal-mechanical coupling issues. With the rapid development of high-power fiber laser technologies and application of optoelectronic countermeasures, it is necessary to investigate the damage mechanism of 1.06 μm high-power continuous-wave laser on MgF₂ optical windows to clarify the laser damage threshold and factors influencing laser-irradiated MgF₂ window mirrors. Therefore, based on the theory of heat conduction and elastic mechanics, a simulation study was conducted using the finite element method. First, based on the thermo-mechanical theory, established a thermo-mechanical damage model for a laser-irradiated MgF₂ crystal. Second, we calculated the temperature, stress, and strain fields of single-crystal MgF₂ material under the action of a 100 W / cm² laser. When the laser was irradiated for 4.921 s, thermal stress-induced burst damage was observed, but no melting damage occurred. Finally, the impact of parameters such as the laser power density, spot size, and laser action time on the damage effect was discussed using the parametric scanning method. The calculation results showed that the aforementioned factors significantly impact the damaging effect. Moreover, under the same laser parameters, material burst due to thermal stress is expected to precede the melt damage.