The problem of failure of structures subjected to cyclic thermal stresses is of interest both from fundamental and also practical points of view. The thermal stress arises because of thermal strain which is produced in consequence of constraint of free thermal expansion or contraction of structures. Thus, the thermal strain is an independent variable in the present problem.The authors, as well, have been interested in the problems of lifetime of metals subjected to varying temperature or combined variation of temperature and stress, and have published some reports in this line. The present study is undertaken to obtain information regarding fundamental problems of thermal cycling of heat resistant alloys. For this purpose, a thermal cycling test apparatus was manufactured and the tests were performed, using 22Cr-1 Cu ferritic and 18-8 austenitic stainless steels. The followings are the results from our studies:(1) The apparatus for thermal cycling give good patterns of both temperature cycling and thermal stress cycling for the thermal cycling test.(2) Temperature dependency of failure life of thermal cycling on AISI 318 type stainless steel is not so remarkable as compared with the case of creep rupture life under temperature cycling for the same material.(3) From a series of thermal cycling tests for mean temperature of 650°C on 318 type stainless steel, it is found that variation of wall thickness of hollow specimen from 0.5mm to 1.5mm has no significant effect on the failure life.(4) If mean temperature is adopted as a basis of test temperature, the data of tests where minimum temperature is taken during temperature cycling as a basis of test condition can be estimated as well, provided that temperature dependency of failure life of thermal cycling is known.(5) In thermal cycling tests, adoption of total strain amplitude which is to be composed of elastic and plastic strains is practically more useful than that of plastic component of strain.(6) From the present experiments some pertinent problems which are to be developed are clarified.