High-energy particles, including photons (x-ray, γ-ray, bremsstrahlung), electrons, and protons, possess the capability to penetrate materials and deposit energy within them. The degree of absorption depends on both the energy and type of particles, as well as the properties of the materials with which they interact. This energy deposition can manifest either at the material's surface or throughout its volume, potentially resulting in various failure modes.The primary aim of this paper is to establish a structured analysis methodology for evaluating the structural integrity of beam-intercepting devices when subjected to high-energy particles. The paper also reviews some of the underlying physics, pertinent to the scope of the thermomechanical analysis, potential failure modes, and introduces verification and validation methodologies. Engineers and researchers can utilize the guidelines presented in this paper to effectively plan the development of beam intercepting devices, thereby ensuring their reliability and performance in the presence of high-energy particle exposure.