The utilization of an actively cooled thermal protection system is widely recognized as an effective approach to decrease the temperature of components exposed to severe aerodynamic heating. In this study, two cooling schemes with different flow paths and structural configurations were proposed, and six cooling channel designs were developed by modifying the leading-edge details. A numerical analysis on the heat transfer and thermal–mechanical performance was conducted under actual flight conditions (30 km altitude, Mach 8). The results highlight an optimal design scheme that balances temperature control and minimized coolant flow rates. The channel flow field demonstrated its superiority by effective convective heat transfer and improved fluid mixing facilitated through recirculation zones and turbulence at the bends. Structural assessments showed that the optimal scheme not only provided better cooling but also preserved the structural integrity. Overall, the study offers a practical and effective thermal protection approach for air rudders subjected to severe heat.