In this paper, the innovative FW armor design concept is presented. The “Design by Analysis” rather than “Design by Code” method as allowed by ASME for such high temperature components is used in this study. Incremental cyclic elasto-plastic analysis of considering the FW fabrication steps as well as for normal and transient operating modes is performed, accounting for stress relaxation by plastic deformations during a large number of temperature cycles. The resulting maximum strains are summarized.