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Thermal analysis of a pierce type electron gun using FEM software ANSYS# and its experimental validation are given in this paper. Ultimate temperature reached by the cathode button, at given heater power, depends on the heat loss mechanism through the support structure and radiation. Steady state thermal analysis has been carried out for various heater powers of the cathode to find out the temperature of the cathode button. Transient thermal analysis of the electron gun structure has been carried out to find the warm up time. These results were verified experimentally in an electron gun assembled in the laboratory. Theoretical and experimental results are closely matching and it validates our model and boundary conditions. Thermal drain of support structure has also been analyzed for different materials.