Bolted joints in heat exchangers, cylinder head in combustion engines and so on are subjected to a heat flux. It is necessary to examine the mechanical behavior of such bolted joints under thermal changes in order to establish an optimal design. This paper deals with mechanical behavior of bolted joints, in which two hollow cylinders and two rectangular thick plates made of aluminum are fastened at room temperature by a bolt and nut made of steel, and are subjected to thermal changes or steady heat conduction. In the experiments, the bolted joints mentioned above were put in a furnace. Next, rectangular thick plates fastened by a bolt and nut were heated by an electric heater. Then, the temperatures on the surfaces of the clamped parts and the bolts were measured with thermocouples. The increase in axial bolt force, the maximum stress in the bolts and the strains in the clamped parts were measured under steady heat conduction or thermal changes. In addition, analyses we are carried out on the above load factors using the finite difference method. The analytical results are consistent with the experimental ones.