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A new creep–fatigue damage cumulative model is proposed under multiaxial thermomechanical random loading, in which the damage at high temperature can be divided into the pure fatigue damage and the equivalent fatigue damage from creep. During the damage accumulation process, the elementary percentage of the equivalent fatigue damage increment is proportional to that of the creep damage increment, and the creep damage is converted to the equivalent fatigue damage. Moreover, combined with a multiaxial cyclic counting method, a life prediction method is developed based on the proposed creep–fatigue damage cumulative model. In the developed life prediction method, the effects of nonproportional hardening on the fatigue and creep damages are considered, and the influence of mean stress on damage is also taken into account. The thermomechanical fatigue experimental data for thin‐walled tubular specimen of superalloy GH4169 under multiaxial constant amplitude and variable amplitude loadings were used to verify the proposed model. The results showed that the proposed method can obtain satisfactory life prediction results. [ABSTRACT FROM AUTHOR]