Cemented coal gangue-fly ash backfill (CGFB), which is a mixture of coal gangue, fly ash, cement and water, is introduced and used for waste disposal and ground control. Once placed underground, the CGFB is required to possess satisfactory strength and stability for the support of overlying roof. Therefore, it is crucial to understand the mechanical behavior and damage evolution of CGFB, which is also affected by thermal factors. This paper develops a coupled thermo-mechanical damage model to describe the mechanical response and damage of CGFB under uniaxial compression. The developed model considers the thermal factors of heat conduction and binder hydration. The validity of the developed model is verified by the comparison of simulation results and data from an experimental study. The developed model is then used for some applications. The modeling results can contribute to a better design and preparation of stable and endurable CGFB structures.