The thermal transport phenomena and mechanical effects due to thermal-inertia loading during start-up/shut-down operations in a 3D proton exchange membrane fuel cell (PEMFC) stack in a subfreezing environment are studied in this paper. Under the protection of a specific heat insulator, we investigate the time consumption problem due to thermal transport during the heating-startup/cooling-shutdown processes in order to find a way to normally restart PEMFC stack without regard to the electrochemical reaction. On the other hand, the mechanical effects due to thermal-inertia loading are illustrated as well for PEMFC stack in subfreezing environment. In the numerical simulations, we design a combined finite element/upwind finite-volume discretization to approximate the thermal transport equation for different cases of thermal transport process and a finite element approximation to solve the displacement fields of thermal/inertia-induced mechanical problem for a 3D PEMFC stack. The numerical results provide the rational guidance to preserve heat in PEMFC stack in order to start fast before electrochemical reactions occur and prevent the stack from interior and exterior mechanical damages. The optimization design for the material of PEMFC stack to reduce the remarkable mechanical effects due to inertia loading is presented as well.