This paper focuses on the power losses and thermal model of a designed Electro-Hydraulic Pump (EHP), which involving a three-phase induction motor and axial piston pump. The integrated structure and working principles are firstly presented. A generic mathematic model structure is proposed for calculating the power losses of the electromagnetic loss and mechanical lost hat are made dependent on temperature. Also the leakage and friction models are simplified considered. By using the finite element software of Fluent, the temperature effects of the distribution in fluid field and thermal field of the hydraulic oil in the inner chamber of the shell, as well as the key components are analyzed. Finally, a serial of experimental studies are valid which show the thermal performance and the good heat dissipating capability of the designed EHP.