As a frontier research field of next-generation display technology, Micro-LED technology has the advantages of high brightness, high contrast and high energy efficiency. With the development trend of high-power, multi-array LEDs, the research on thermal stability of LEDs is gradually deepened. In order to explore the thermal stability of bumps during the working of Micro-LED, COMSOL Multiphysics simulation software and finite element method were used to analyze the electrothermal and mechanical coupling of bumps in 5×5 Micro-LED array in this paper. Flip-chip bonding was employed for interconnection of Micro-LED array and Si driver chip with the gap except Micro-LED devices between sapphire and silicon substrate filled with underfill to alleviate the stress concentration. The effects of different filling materials, applied current densities, and dimensions of In bumps (cylindrical) on thermal stress and displacement of the Micro-LED array were analyzed in detail. The results show the stress and displacement of the bumps with polyimide (PI) underfill were the smallest than that of bumps with benzocyclobutene (BCB) and epoxy resin (EP) underfill. Additionally, the temperature, thermal stress, and displacement of the bumps were also affected by the applied current density and the size of the bumps.