This paper studies the multi-axial creep behavior of Inconel 718 alloy at 700 °C. The stress triaxiality was introduced into the sample by adding U-shaped notches of various sizes and shapes. Furthermore, the multi-axial creep test of notched round bar was completed, and the sample slice after the creep test was subjected to scanning electron microscopy (SEM) microscopic examination. The influence of notch radius on its creep behavior and damage evolution was studied through experimental and numerical investigation. The finite element method (FEM) implemented by Gurson–Tvergaard–Needleman (GTN) model is used to simulate the evolution of damage in multi-axial stress state. With the comparison between experimental and numerical data, the multi-axial creep behaviors are clearly revealed in terms of stress triaxiality, creep strain (stress), void volume fraction (VVF), and so on. It was found that the great agreement is achieved between FEM and test data, and multi-axial creep behavior is well predicted.