We have numerically analyzed the thermal effects in Nd: YLF laser rod. The calculations of temperature and stress distributions in the Nd: YLF laser rod were performed with finite element (FE) simulations. The calculations showed that the laser rod could be pumped up to a power of 40 W without fracture caused by thermal stress. The calculated thermal lens power of thermally induced lens in Nd: YLF (σ-polarization) laser rod was analyzed and validated experimentally with two independent techniques. A Shack-Hartmann wavefront sensor and a Mach-Zehnder interferometer were used for direct measurements of focal thermal lens at different pump powers. The obtained measurements were coinciding with the FE simulations.