In order to investigate the influence of the nonlinear characteristics of thermal effects of optical components on the beam quality irradiated by high-power laser beam, based on the basic theories of heat conduction, thermoelasticity, and physical optics, etc., with the help of finite element analysis, the temperature field and displacement field of optical components irradiated by high-power continuous-wave laser (the power density is approximately 500kW/cm2) were presented. The influences of various parameters on the thermal effects of optical components were analyzed and compared. Moreover, the nonlinear thermal effects under different conditions were discussed. The results show that the thermal, mechanical, and optical absorption of optical components irradiated by high-power continuous-wave laser present nonlinear effects, and the strengths of these nonlinear effects depend on the materials of the optical components, and the spot shape of the laser beam. When fused silica sample is irradiated by Gaussian laser and the absorption rate is 100×10-6, the nonlinearity without the physical parameters and temperature boundary condition will cause 16% and 10% relative errors for the maximum surface temperature rise and the peak-to-valley surface deformation, respectively. The results presented in this paper is expected to provide some new clues for the related research.