In the paper, the mathematical model of coupled electromagnetic and thermal phenomena in the pulse transformer taking into account the magnetic hysteresis is presented. For the mapping of magnetic hysteresis, Jiles-Atherton model is applied. In order to solve field equations, the finite element method (FEM), "step-by-step" procedure and Newton-Raphson algorithm are used. Software elaborated on this basis is used for analysis of hysteresis loss in the core. Selected results of investigations are shown.