Reliability evaluation system for efficient design of mechanical structure has been developed. This system is based on Finite element sensitivity analysis (FESA) for coupled problem that is concerned with both heat conduction and thermal stress analyses. A new formulation for this coupled analysis in FESA has been derived. This developed system has been applied to the design of a turbine blade. As a result, it is shown that the fluctuation of responses to that of all design parameters is recognized by one analysis result in this system.