The lifetime of an electrical machine mainly depends on the thermal overloading. Modern day applications of electrical machines on one hand require compact machines with high power density, while on the other hand force electrical machines to undergo frequent temperature cycling. Until recently, in the case of electrical machines, the main factor related to the degradation of the winding insulation was thought to be the thermal oxidization of the insulation materials. It has now been revealed that thermal overloading can also induce mechanical stress in the windings of electrical machines, which over time could lead to fatigue and degradation. In this paper, a comprehensive study of the thermally induced mechanical stress in the windings of an electrical machine is presented. The study is performed using combined thermo-mechanical models. The numerical results are validated by experiments on a segmented stator winding set-up.