The idea of utilizing a finely dispersed water-in-air mixture has been proven to be a feasible technique to produce very high cooling rates. The accuracy of numerical simulation program for conjugate heat transfer methodology is verified with the Mark II transonic high pressure turbine stator which is cooled by internal convection through radial round pipes, and different turbulence models and transition models are employed to analyze the influence on results. On the basis of it, the mist cooling is simulated under typical gas turbine operating conditions for internal convective cooling to discuss the improvement of cooling performance. Though the results indicate that mist cooling can decrease the temperature of boundary layer without impact on the temperature of the mainstream and the thickness of boundary layer, the cooling capacity is limited by inadequate evaporation of mist. Considering the distribution of thermal stress and mist evaporation, a compound cooling blade of film cooling with trailing edge ejection is acquired which is modified from the blade of Mark II internal convective cooling; the effects of various parameters including mist concentration and mist diameter on the improvement of cooling performance are investigated, meanwhile the impact of curvature on cooling efficiency and mist trajectory is analyzed finally.