This paper discusses a method for the mechanical design of composite modified double base (CMDB) casebonded grains subjected to thermal cycling. The proposed iterative method for stresses and margins of safety calculations takes into account the nonlinear viscoelastic behavior and compressibility of the propellant. The propellant behavior is derived from tensile testing. The nonlinearities mainly concern the modulus. The equations of equilibrium are numerically solved by sharing the grain web into many layers. The temperature, reduced time, nonlinear factor, Poisson's ratio, and damage (Farris's concept) are calculated at each step of time for each layer. Different grain shapes (star-shaped, wagon-wheel, finocyl inner bores) have been used in experiments with various types of thermal cycles. The comparison between prediction and experiment is acceptable even for a very complex strain-temperature history.