The proton beam window of the CSNS target station is located at the interface between the Ring to Target Beam Transport (RTBT) line and the target station, which can isolate the high vacuum of the accelerator and the helium environment of the target station. With the increase of the beam power of CSNS-II, the single-layer film structure of the proton beam window can no longer meet the high power of 500 kW, so the upgrading and development of the CSNS-II proton beam window are carried out. The structure design of the CSNS-II proton beam window is emphasized, and the cooling structure with water in the middle of the double-layer membrane is designed. The influence of the parameters of proton beam window, such as film radius, film thickness, length and width of water cooling tank, and convection heat transfer coefficient, on the temperature rise and thermal stress of the proton beam window was analyzed. Analysis on cooling water demand shows that the cooling water flow rate should be greater than 15 L/min. Through the fluid structure coupling analysis of the main body of the proton beam window, the dead water area inside the box is eliminated. The maximum temperature of the optimized proton beam window film is 47.8 ℃. The maximum thermal stress at the film position is 30.758 MPa. The radiation damage performance of proton beam window material is analyzed by FLUKA software. Under the irradiation of 5000 h of operation per year and 500 kW high power beam current, the calculated value of DPA of radiation damage per year is 1.285 DPA, and the life of proton beam window is more than 7 years.