A coupled thermal-nonlinear hydraulic-mechanical (THM) model for fault water inrush was carried out in this paper to study the water-rock-temperature interactions and predict the fault water inrush. First, the governing equations of the coupled THM model were established by coupling the particle transport equation, nonlinear flow equation, mechanical equation, and the heat transfer equation. Second, by setting different boundary conditions, the mechanical model, nonlinear hydraulic-mechanical (HM) coupling model, and the thermal-nonlinear hydraulic-mechanical (THM) coupling model were established, respectively. Finally, a numerical simulation of these models was established by using COMSOL Multiphysics. Results indicate that the nonlinear water flow equation could describe the nonlinear water flow process in the fractured zone of the fault. The mining stress and the water velocity had a great influence on the temperature of the fault zone. The temperature change of the fault zone can reflect the change of the seepage field in the fault and confined aquifer. This coupled THM model can provide a numerical simulation method to describe the coupled process of complex geological systems, which can be used to predict the fault water inrush induced by coal mining activities.