This paper has make a deep theoretical analysis and experimental research according to the load loss of large capacity transformer which included the loss component decomposition, the analysis of the oil flow cooling system performance and working condition, the stray loss and temperature rise of the winding area. We have done the following work on the background of the 1000kV power transformer: The winding area loss was calculated based on the weight coefficient method and field circuit coupling method; considering that the hydraulic loss of the transformer cooling system is nonlinear and the nonlinear operating characteristics of the oil flow pump, establishing the cooling oil-way mathematical model of the transformers non winding area, and analysis the working condition of the transformer cooling system. Establishing the transformer winding multi-physics coupling mathematical model and researching the transformer winding heat problem based on the nonlinear influence of the material. The error between the windings numerical calculation results and the loss, winding temperature rise meet requirements of the engineering analysis according to this method. The calculation in this paper has high precision, and it can be used in the structure optimization of the large transformer winding.