Abstract: Due to their convenient installation and easy disassembly, bolts are widely used in mechanical equipment. However, under the conditions of vibration and temperature variation, bolted joint structures are prone to loosening and even breaking. In the present work, the failure behavior of CFRP-45 steel bolted joint structures under thermal-mechanical coupling was studied. The fretting damage morphology of the bolts and the connected components was analyzed to reveal the failure mechanisms, and the influence laws of the parameters such as load amplitude and temperature on the damage of the contact interface and the failure of the joint structures were discussed. The results show that the axial load amplitude, temperature, and the number of cycles have a significant impact on the damage of the composite. Under axial load, the surface areas of the composite near bolt holes suffer from severe damage. The damage modes are fiber fracture and peeling. With the load rising, the failure mode of the bolted joint structures changes from loosening to bolt fatigue fracture, the fatigue life significantly decreases, and the damage to the composite becomes more severe. At high temperature, the surface of the composite becomes molten. Under thermo-mechanical coupling, the damage to the composite becomes more severe.