A complete methodology for the thermo-mechanical analysis of optical devices for the automotive industry is presented. The objective is to predict the thermal field all over the lamp, highlighting the zones with risk of melting, and the deformations and stresses associated with it. The proposed approach is based on a Computational Fluid-Dynamic (CFD) simulation capable of capturing all the heat transfer phenomena occurring inside and outside the lamp: conduction between different components of the device, natural convection associated with density changes in air (buoyancy effects), and radiation heat transfer. The latter requires a fairly complex modeling strategy in order to provide a satisfactory (and conservative) treatment for the source of power, i.e. the filament, which can be obtained by means of a proper inclusion of transparency. The radiation model is verified according to a theoretical-numerical comparison on a schematic test case; the whole methodology is then validated on a simple prototype of lamp with the aid of experimental investigations. For a more accurate description of the boundary conditions for the lamp, it is possible to include the external environment, on which natural convection arises too. The treatment of unsteady simulations is discussed, with the description of a suitable adaptive timestep algorithm capable of reducing the computational costs and thus keeping the simulation feasible. The whole methodology is finally tested on a complex industrial lamp.