The application of wellbore strengthening treatment has less effect on shale formations. Several numerical studies were developed to describe the mechanism, which promoted the development of wellbore strengthening theory. Previous studies explored the mechanism mainly by considering the seepage flow. Therefore, multi-field coupled models were established to analyze the solute transmission, thermal convection, and heat conduction on wellbore strengthening by introducing the theory of multi-field coupling into physical model. First, the fracture width distribution and wellbore tangential stress were investigated to research the interaction of thermal and chemical effects with different gradients. Then, the concrete mechanism of temperature and solute concentration gradient was analyzed based on the distribution of pore pressure and stress field. Results show that the prediction of hoop stress and fracture aperture may not be accurate without considering the influence of solute transfer, thermal convection, and heat conduction, because stress state is mainly affected by temperature field and the pore pressure varies greatly under different chemical gradients. Additionally, the lower temperature and larger solute concentration improve the wellbore strengthening effect of drilling fluid.