The cold shield mismatches exit pupil in simple imaging infrared optical systems, causing the interference in the systems. For those systems, optimization design for the shapes of cold shield is necessary to suppress the stray light. A mathematical method using optimization calculation to design the shapes of cold shield is proposed. The mathematical models of optimization variables and objective functions are established, then global optimization by the interval exhaustive method and local optimization by the damped least squares method are combined to obtain a proper cold shield shape. The method built in the article is used to design the shape of cold shield for an existing thermal imaging optical system. The problems of stray light in the system caused by the mismatch of cold shield and exit pupil are solved, and thus the method built to optimization design for the shapes of cold shield is proved to be positive and applicable.