The effect of roller shapes on strip buckling in a continuous annealing furnace was focused on. The tensile stress distribution, the transverse compressive stress, and the critical buckling stress of the strip were studied by the finite element method (FEM) when the flat roller, crown roller, single taper roller, and double taper roller were used, respectively. Simulation results show that strip buckling is most likely to occur with the crown roller, then the double taper roller, and finally the single taper roller. Also, strip buckling can not occur when the flat roller is used. Considering strip snaking, the single taper roller and double taper roller are suggested in the continuous annealing furnace. The double taper roller with a better strip snaking-prevention ability should be applied in the sections with high strip temperature, and the single taper roller with a better buckling-prevention ability should be used in the sections with low strip temperature.