Abstract: In this paper, the combined method of response surface and importance sampling was applied for calculation of parameter failure probability of the thermodynamic system. The mathematics model was present for the parameter failure of physics process in the thermodynamic system，by which the combination arithmetic model of response surface and importance sampling was established, then the performance degradation model of the components and the simulation process of parameter failure in the physics process of thermodynamic system were also present. The parameter failure probability of the purification water system in nuclear reactor was obtained by the combination method. The results show that the combination method is an effective method for the calculation of the parameter failure probability of the thermodynamic system with high dimensionality and non-linear characteristics, because of the satisfactory precision with less computing time than the direct sampling method and the drawbacks of response surface method.