The completion of shale formation horizontal well needs large scale and multistage hydraulic fracturing, wellbore temperature and pressure effects might affect the casing strength and service life seriously, destroy the integrity of horizontal well. Thus, based on the heat transfer mechanism of fracturing fluid, the wellbore temperature calculation model coupled with casing thermodyn mic parameters was established. According to the sealed annulus fluid volume compatibility and cold compression effect, trapped annulus pressure of cement void calculation model was proposed. A case study was conducted on a shale gas well in Sichuan province of China. The results show that trapped annulus pressure increases as the temperature difference linearly. Under the same temperature difference, the trapped annulus pressure increases with the increment of fluid thermal expansion coefficient and the decrement of fluid isothermal compression coefficient. Well-shutting pressure increases along with the bottom temperature non-linearly after fracturing. The increasing annulus trapped pressure might reduce the collapse safety factor of production casing obviously, especially for the lower steel grade casing. It is concluded that casing design method considering temperature effect and trapped annulus pressure is more reliable than the conventional casing design method. Selecting casing with greater wall thickness and steel grade is significant for reducing the casing failure risk. The findings of this paper helps to optimize the casing design and improve the integrity of shale gas horizontal well during multi-stage fracturing.