Casing failure in shale gas horizontal wells hinders the efficient development of shale gas. The sustained casing pressure is the main failure mechanism, while the current analytic methods are not fit to shale gas horizontal wells. Hydraulic fracturing causes well temperature change, so the temperature distribution of horizontal well section is calculated based on heat transfer theory. According to thermoelasticity, the formula of annular volume change under the synergy of temperature and pressure is deduced. By substituting the temperature distribution and annular volume change into the prediction model, the sustained production casing pressure in horizontal wells is obtained. For the work condition of production casings in shale gas horizontal wells, an improved method of casing design is proposed. Results indicate that the horizontal well temperature increases with the distance increase from well axis in the pattern of line-parabola. The thermoelastic deformations of production casing and surrounding rock change the annular volume observably. The sustained production casing pressure displays a quadratic polynomial increase with well temperature. The hydraulic fracturing pressure and sustained casing pressure should be involved to design the production casing in shale gas horizontal wells. The research provides the prediction method of sustained production casing pressure in horizontal wells. The proposed casing design method for shale gas horizontal wells ensures well integrity. (C) 2015 Elsevier B.V. All rights reserved.