Based on the application prospect of 0.53 μm and 1.06 μm dual-wavelength composite output technology in military affairs, the thermal effect of all-solid-state dual-wavelength composite output laser was studied. Using Poisson heat conduction theory with more accurate boundary conditions, the formation process of thermal lens effect and thermal induced phase-mismatch was simulated and analyzed under the conditions of three LD side-pumping and intracavity frequency-doubling. Effectiveness and general regularity of the plano-convex cavity compensation were then analyzed. Through the experiment, the influence of thermal effect on the beam quality of dual-wavelength laser was explored. Compensation effect of plano-convex cavity on thermal effect was verified. It shows that the quality of composite laser beam improves with larger fundamental mode volume and lower higher-order mode gain in plano-convex cavity. The thermal effect compensation will be enhanced with the decrease of the curvature radius of the plano-convex lens compensation.