The helium-cooled lead lithium (PbLi) blanket is considered as one of the candidate blanket concepts selected for the hydrogen fusion DEMO reactors and beyond, which has the advantages of simple structure, strong heat removal capacity and high tritium breeding ratio. However, due to the harsh environment such as high-energy neutron irradiation, high thermal load and great pressure gradient, there is a high possibility that one or some of the thousands of coolant channels will break in the breeding zone, which is so-called In-box Loss of Coolant Accident (In-box LOCA). When the accident occurs, the high pressure helium will rapidly inject into the lead lithium flow channel, generating a complex two-phase flow and great pressure shock effect, which may cause the peak pressure to exceed the design limit and threaten the integrity of the blanket structure. Therefore, it is of great significance to perform the transient analysis of in-box LOCA to improve the safety of the blanket and avoid the leakage of radioactive materials. In this paper, a two-way coupling model for fluid-solid interaction was established based on the ANSYS Workbench, and the model were validated through the experimental data obtained by injecting the high pressure helium gas into liquid lithium lead. Then the validated model was applied to the transient pressure wave propagation analysis and structural stress analysis of the Dual-Functional Lithium Lead (DFLL) blanket in order to explore the integrity of blanket structure under In-box LOCA. In addition, the effects of break location on pressure and structural stress was also investigated through six cases. The study found that the transient pressure in the DFLL blanket gone through three stages in any case: step rise, oscillate, and flatten out. Pressure peaks occurred during oscillations and their values were strongly dependent on the break location. The closer to the inlet/outlet, the higher the peak pressure was. The maximum pressure reached more than twice of the inlet pressure (up to ~16 MPa). As a result, the structural stress in some local areas has exceeded the allowable limits, and the corresponding suggestions for improvement have also been put forward. This study can provide guidance for safety design, operation and accident mitigation measures of helium-cooled lead lithium blankets.