Sandwich-type cooling pipes of the first wall of future fusion nuclear reactors (i.e. DEMO) will likely consist of tungsten brazed to a Reduced Activation Ferritic Martensitic (RAFM) steel. Under a high heat flux (HHF) (1-5 MW/m2) the mismatch in thermal expansion between tungsten and steel results in significant thermal stresses in the brazing region. These stresses can cause crack initiation and growth and thus compromise the structural integrity of such pipes. Finite element analyses have been performed on the brazed joints of a reference cooling assembly under HHF. Thermal stresses and resulting plastic strains were estimated for both the braze interlayer and parent materials. As images of brazed joints revealed, brazing processes are very likely to induce defects near the edges of the joints. A crack is therefore introduced in the brazed region where simulated stresses and strains are found to be the highest. J-integrals were calculated for cracks growing from an edge to the center of the considered piping assembly. The results are discussed in relation to the current sandwich-type piping design of the DEMO reactor.