In order to analyze the thermal environment of the wing, a parallel iterative coupled method is presented in this paper. The aerodynamic heating and structural thermal problems are analyzed by the finite volume method (FVM) and finite element method (FEM), respectively. Moreover, the data exchanges are conducted by an interpolation method based on a virtual space. A circular tube example is analyzed, and for the stagnation temperature at two second, the relative error between the calculated value and the tested one is 5.16%, so the analysis precision of the parallel iterative coupled method can be verified. Finally, the thermal environment and thermal modal of the wing are analyzed. The results show that the maximum temperature of the wing is linear with Mach number, and the maximum temperature obtained by the uncoupled method is 342.2 K higher than that obtained by the coupled method. The reason is that the uncoupled method does not consider the coupled effect between the aerodynamic heating and structural thermal problems. Compared with the additional geometrical stiffness caused by thermal stress, the decrease of the material stiffness in the thermal environment is the main factor for the stiffness and natural frequency of the wing. In addition, as Mach number increases, the lower order natural frequency decreases faster than the higher order one.