ITER diagnostic first walls (DFWs) and diagnostic shield modules (DSMs) inside the port plugs (PPs) are designed to protect diagnostic instrument and components from a harsh plasma environment and provide structural support while allowing for diagnostic access to the plasma. The design of DFWs and DSMs are driven by 1) plasma radiation and nuclear heating during normal operation 2) electromagnetic loads during plasma events and associate component structural responses. A multi-physics engineering analysis protocol for the design has been established at Princeton Plasma Physics Laboratory and it was used for the design of ITER DFWs and DSMs. The analyses were performed to address challenging design issues based on resultant stresses and deflections of the DFW-DSM-PP assembly for the main load cases. ITER Structural Design Criteria for In-Vessel Components (SDC-IC) required for design by analysis and three major issues driving the mechanical design of ITER DFWs are discussed. The general guidelines for the DSM design have been established as a result of design parametric studies.