The performance of pulse detonation turbine engines (PDTE) surpasses that of conventional turbine engines, primarily due to the pressure gain combustion process inherent in PDTE. A U-bend pulse detonation combustor (PDC) with a compact axial length was designed to meet the requirements of PDTE. However, the PDC introduces complex thermal management challenges. In this study, the wall temperature along the U-bend PDC was experimentally measured under various operating conditions, the thermal load characteristics were investigated. The results indicate that the external wall temperature increases monotonically with prolonged operation, whereas the internal wall temperature exhibits periodic fluctuations corresponding to the periodic filling and combustion process in the PDC. The temperature difference between the internal and external walls increases, then decreases over time, eventually fluctuates within a narrow temperature range. The wall temperature was observed to increase along the flow direction, peaking at 811 °C at 30 Hz at the location where the detonation wave is generated. Similarly, the heat flux of the PDC first increases, then decreases, and eventually reaches a constant value, indicating thermal equilibrium. The heat flux represents a significant energy loss, with the detonation section being the area of highest heat loss, reaching approximately 90.5 kW/m2 at 30 Hz.