Study on the cooling structure of vectored nozzle is very important for developing the vector propulsion technology in aero-engine. To study the cooling technology of axial-symmetric vector nozzle, the slot film, multi-hole film and composite film have been applied in the heat shield, and the nozzle wall temperature in after burning condition have been computed. In this work, the heat balance equation based on heat transfer of nozzle has been developed and solved with Newton Rafael method to give wall temperature. Heat transfer of film cooling was computed with empirical formula of cooling effectiveness. And radiative heating from the gas was computed with net radiation analysis method in an enclosure. One axial-symmetric vectored nozzle with 20° deflection angle has been taken for investigation, temperature of the nozzle and heat shield without film cooling is firstly computed, then temperature with 9 film structures were computed. For verification of the computation method, wall temperature of one axial-symmetric nozzle in after burning condition has been computed and compared with results of reference. Study of this work shows that the heat shield plays a good cooling effect for convergent part of nozzle, and film cooling on the heat shield can reduce its temperature remarkably. Comparing with convergent part of nozzle which is protected by the heat shield, temperature of the divergent section of nozzle is very high which needs further cooling.