The process of twin-roll casting including pouring, solidifying, rolling and cooling can be accomplished in a very short time. Consequently, some important process parameters in the twin-roll casting that are difficult to be obtained in experiment can be acquired using numerical simulation. In this paper, a numerical simulation based on a 2D finite element model of vertical twin-roll strip casting of magnesium alloy has been conducted, and the thermal stress fields are significantly discussed. The influences of key process parameters consisting of submerged nozzle depth and nozzle spray angle have been studied. The thermal cracks on the surface of the strip are analysed according to the thermal stress distribution. © (2012) Trans Tech Publications, Switzerland.