To prevent a long nozzle (LN) of non-preheating from rupture caused by thermal shock, heat insulation material (HIM) with a lower coefficient of thermal conductivity (CTC) was compounded in the inner hole (inner layer) or around the outer wall (outer layer), and the thermal stress was investigated. The two-dimension axially symmetric model of LN was proposed by simplifying the structure and boundary conditions. The influences of the HIM to the thermal stress of LN were analyzed by finite element method. The results show that the thermal stress suffered by LN can be drastically reduced by the inner layer, making the slow variation, but when its thickness increases from 2 mm to 3 mm, it almost has no influence on the thermal stress. The maximum thermal stress at the neck of LN reduces with the depression of the CTC at the inner layer thickness of 2 mm. The maximum thermal stress of LN can’t be reduced by outer layer, but the lasting time of higher stress can be shortened, and the thermal stress at the later period of steel-irrigating can be lowed. When the outer layer thickness is more than 2 mm, the increase of it has little influence on the thermal stress of LN, and the change of its CTC has little influence on the thermal stress either. The LN with tri-layer has lower thermal stress during all the period of steel-irrigating.