Strip cold rolling is not only a mechanical process but also a thermal process,in which there is great amount of heat exchange,and after which both the temperature of strips and rolls raise. The article gives a brief introduction for cold rolling principles,a detailed analysis for the thermal behaviors of rolls and strips,and an explanation for the influence on rolls and eventually on strip shape. Some strip shape control methods related to thermodynamic principle mentioned in documents and patents are listed,and the actual examples of shape control in Baosteel 1420 2030 cold rolling mills are explained in detail. Both theories and practice prove that the consideration of thermal behavior in cold rolling will improve the effectiveness of strip shape control process.