Direct sunlight is a significant environmental factor contributing to thermal stress and the deterioration of cultural heritage surfaces. The construction of the grotto temple eaves served as an ancient and rudimentary protective measure. However, over time, many have lost their efficacy in safeguarding internal artifacts (murals, statues, etc.), necessitating the implementation of scientifically validated protection measures. Taking the Maijishan Grottoes as a case study, with thermal stress identified as the primary degradation risk, this paper investigates the regulatory effects of horizontal shading elements (varied distances and heights) on the duration and amount of direct sunlight on the artifact surfaces. Key design parameters of the sunshade for the semi-outdoor Grotto No. 3 are clarified and summarized. Subsequently, a two-dimensional heat and moisture transfer model was established to predict the temperature fluctuations and thermal stress of statues under different shading scenarios (four levels of radiation amount, 100%-current state, 75%, 50% and 25%) and two sunshade types (i.e., Cases A and B) each. The results indicate a 25.2% reduction in maximum tensile stress on surfaces by controlling direct radiation amount to level 50% and 25%, both significantly reduce the risk of thermal stress, making it most conducive to the protection of internal artifacts. Different parameters of sunshade designs under same radiation level show unobvious difference (up to 6.5 kPa) in the reduction of thermal stress. The findings of this study provide a scientific foundation and guidance for the protective design of grotto eaves.