The thermal fatigue behaviour of a fine and a coarse grain alumina ceramics were investigated both experimentally, via an instrumented thermal shock apparatus, and analytically. Indented rectangular specimens were thermally cycled at an applied temperature difference ΔT. The determination of the subcritical crack growth law responsible for the thermal fatigue was deduced from the plot of the critical cycle number versus the initial crack size. The comparison of this result to the subcritical crack growth behaviour obtained from isothermal mechanical test reveals that some cyclic effects are present and life time therefore can not be predicted from the simple mechanical results. Calculation of the crack propagation using the thermal fatigue law is in rather fair agreement with the experiment for the fine grain material.