Transient thermal behaviors of ultra-supercritical steam turbine control valves during the cold start warm-up process of steam turbine systems were comprehensively studied using conjugate heat transfer (CHT) simulation. The geometrical configurations and boundary conditions used in simulation were identical to the field setup in a thermal power plant. The simulated temperature variations were first validated using measurements by the flush-mounted thermocouples inside the solid valve bodies. The CHT simulation implementing the shear stress transport (SST) turbulence model demonstrated good agreement with the field data, and the overall numerical errors were below 10%; however, the numerical errors of the simulation, which used empirical heat transfer coefficients at the fluid–solid interfaces, reached 40%. The determined temperature differences between the cold valve bodies with the hot steam flow decreased significantly. Specifically, the temperature differences along the inner wall surfaces of the valve bodies decreased to less than 50 . Further investigation of the transient heat flux distributions and Nusselt number distributions confirmed that the unsteady flow behaviors, such as the alternating oscillations of the annular wall-attached jet, the central reverse flow and the intermediate shear layer instabilities, enhanced the fluid–solid heat convection process and thus contributed to the warming up of the solid valve bodies.