Temperature distribution in the Nd- and Yb- doped YAG and KGdW laser crystals under flashlamp- and diode-pumping was characterized by means of finite element analysis. For KGdW, two laser crystal orientations were considered for light propagation along the Np and Ng optical indicatrix axes, taking into account the anisotropy of thermal conductivity coefficient. The influence of the cooling conditions, pump spot size and dopant concentration on the temperature distribution was analyzed. For flashlamp-pumping conditions, the applicability of the quasi-steady-state model is discussed. The main concerns in the thermal management of KGdW laser host is the relatively low thermal conductivity that results in poor cooling and significant absorption coefficients under diode pumping that result in highly non-uniform volumetric heat deposition. “Athermal” Ng-cut KGdW crystal was found to produce higher temperature gradients that the “standard” Np-cut one, that should results in higher internal stresses and higher probability of thermally-induced cracks.