The finite element analysis for the tubular alumina liner which was shrink-fitted into a heat treated high speed steel (HSS) sleeve and subjected to high inner pressure and high temperature was performed. The parameters for the analysis were the interference between the alumina and the HSS, the temperature, the inner pressure, the coefficient of friction between the alumina and the HSS, and the taper at the sleeve ends. From the analysis, it was found that the tensile hoop stresses were decreased when the end parts of the HSS sleeve were tapered and the tensile stresses were decreased as the coefficient of friction between the alumina and the HSS was decreased. Also it was found that the alumina might be used as the structural liner for high pressure and high temperature when it was shrink-fitted into a heat treated HSS sleeve.