This paper focuses on developing the constitutive models for metal materials under cyclic loading that include thermal loads. Nonlinear isotropic hardening, linear kinematics hardening and a nonlinear combined hardening model are developed separately by using finite element method (FEM). Hardening parameters are obtained from the test data, and the exponential model is used to simulate the nonlinear data curves. Bauschinger effect is considered in the combined hardening model under cyclic hardening and the numerical results are presented to verify the accuracy and convergence of the program.