ZrO2–Al2O3-A3S2(3Al2O3·2SiO2) composites are ideal Casting filter materials with excellent mechanical properties and thermal shock resistance. In this paper, 3Y–ZrO2 (3 mol% Y2O3-stabilized ZrO2) was added to kaolin and α-Al2O3 to prepare ZrO2–Al2O3-A3S2 composites by pressureless sintering. The results showed that when the addition amount of 3Y–ZrO2 is 15 wt%, the bending strength and fracture toughness of the composites sintered at 1600 °C are 152.51 MPa and 3.52 MPa m1/2, respectively. The bending strength increased to 161.83 MPa after 30 thermal shocks (1100 °C to room temperature), with an increase rate of 6.11 %. The ZrO2 crystals are evenly distributed between corundum and mullite crystals, effectively preventing abnormal growth of corundum and mullite crystals, and a small number of pores exist in the samples, which could act as a “buffer zone” to prevent the expansion of cracks in the thermal shock, resulting in high mechanical strength and excellent thermal shock resistance for composites.