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Thermo-mechanical fatigue (TMF) resistance characterization and life assessment are extremely important in the durability/reliability design and validation of vehicle exhaust components/systems, which are subjected to combined thermal and mechanical loadings during operation. The current thermal-fatigue related design and validation for exhaust products are essentially based on testing and the interpretation of test results. However, thermal-fatigue testing are costly and time consuming, therefore, computer aided engineering (CAE) based virtual thermal-fatigue life assessment tools with predictive powers are strongly desired. Many thermal-fatigue methods have been developed and eventually implemented into the CAE tools; however, most of them are based on deterministic life assessment approach, which cannot provide satisfactory explanation for the observed uncertainties introduced in thermal-fatigue failure data.