The journal-thrust coupled bearing in diesel engine operates under complex load and high working temperature. Under extreme working conditions, it supports the crankshaft and prevents its axial movement through the lubrication of journal and thrust parts. This chapter is mainly aimed to establish the thermal elastohydrodynamic (TEHD) lubrication analysis model for textured journal-thrust coupled bearing, which considered the thermal and pressure coupled effects in the lubrication process by proposing the flow, pressure and thermal continuity conditions between the journal and thrust parts. A specific coupled bearing testing equipment was set up and the experimental results validated the correctness of the TEHD lubrication model. Necessity of considering thermal and pressure coupled effect was confirmed through comparison of different models. Apart from that, parametric analyses were conducted to explore the influences of thermal and pressure coupled effects on lubrication performances and dynamic characteristics under different eccentricity ratio of journal part, geometry film thickness of thrust part and surface topography (mainly realized by texture distribution of thrust part).