Shenzhen Superconducting Soft X-Ray Free-electron Laser (S3FEL) is a newly proposed high repetition-rate X-ray FEL facility. The Beam window (BW), as an important equipment in S3FEL, is located upstream of beam dump and mainly used to isolate and protect ultra-high vacuum. Based on the beam parameters, a brazed water-cooled beam window design was proposed, which used beryllium brazed in the stainless steel tube, with bosses on both sides of the beryllium to secure and strengthen the structure and cooling water channel at outside of the tube to prevent overheating. In order to select the suitable thickness of BW, on the one hand, the Monte Carlo (MC) method was used to analyse the energy deposition with different thickness of BW. On the other hand, based on the consideration of two operating conditions including resisting to differential pressure and withstand energy deposition, the thermal and structural analysis were carried out using the finite element analysis (FEA) method. In addition, the appropriate flow rate of cooling water was also determined in consideration of the cooling effect and economy. In conclusion, BW with a thickness of 1 m and a flow rate of 1.5 m/s is suitable based on the analysed results. This study provides important theoretical support for the design of BW of S3FEL.