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Based on the 60 mm artillery grenade, a slow-release structure was designed to reduce the severity of ammunitions response to accidental thermal stimulation and improve the thermal stability of ammunitions. The slow-release structure was made of high-density polyethylene (HDPE) and connected the fuse and the projectile body through internal and external threads. To study the safety of the slow-release structure under artillery launching overload, mechanical analysis of the slow-release structure was simulated via finite element analysis (FEA). The impacts of various factors (e.g., fuse mass, number of threads, and nominal diameter of internal threads of the slow-release structure) on the connection strength of the slow-release structure were studied. A strength-prediction model based on the fuse mass and internal thread parameters was established by fitting the maximum effective stress of the slow-release structure. This led to good prediction results. In conclusion, this study provides references and theoretical support for the design of thermal protection structures insensitive to ammunition.