Many papers concerning with thermal stress problems have been published. Recently, the finite element method having widely been developed, the application of the method to thermal stress problems seems to be practical. However, there are some difficulties in welding thermal stress problems due to the fact that temperature dependence of material properties must be taken into consideration as the material is subjected to high temperature. In this paper, special regards are paid to the fact that Young's modulus and coefficient of thermal expansion in elastic region and yield stress in plastic region are temperature dependent. And a general method to solve the thermal elastic-plastic problems is shown by using the incremental technique. In elastic range, stress-strain relation in which temperature dependence of material properties is considerd, can be obtained by taking derivative of the generalized Hooke's law with respect to time. In plastic range, stress-strain relation in which temperature dependence of yield stress is taken into consideration, can also be obtained and the relation coincides with the so-called D^p matrix shown by Prof. Yamada. As numerical examples, some typical thermal elastic-plastic problems are solved by the above-mentioned method and the results obtained are quite satisfactory.