To study the thermomechanical coupling behavior of a shield tunnel lining at high temperatures, a heating model test with no external pressure and thermomechanical model test of a whole ring lining were designed and conducted using self-developed temperature-loading equipment and an external pressure loading device. The homogeneous segment composed of steel fiber reinforced concrete and without considering the joint effect was the subject of the test. First, the principles, main structure, and various parameters of the two devices were introduced. On this basis, the processes of the model tests were then delineated. The fire loading conditions were determined by analyzing the lining structure. The two tests were then conducted, and the detailed results were presented. Changes to the test processes and the distribution of temperatures on the inner wall surfaces as well as the deformation and failure modes of the segments were closely analyzed. The results of the study showed that the temperature loading equipment and external pressure loading device for the lining can meet the requirements of the model test for thermomechanical coupling research of the whole lining. At the beginning of the test, the heating rate at the bottom lagged behind that of the top; however, results show that the differences between the parts decrease gradually with continuous heating, and a stable temperature field can form inside the lining. The failure mode of the homogeneous segment without an external force is characterized by penetration cracks along the width of the segment, and differences exist in the development paths of the segments. The compressive strain produced by the external pressure decreases with increasing temperature, and external pressure load has an inhibitory effect on the expansion deformation of the lining structure at high temperatures. The results can be used as a reference for further development of thermomechanical coupling research of whole ring lining in shield tunnels. © 2019, Editorial Department of China Journal of Highway and Transport. All right reserved.