Measuring the thermal shock crack growth process is crucial for revealing ceramic materials and structures’ thermal shock failure mechanisms and evaluating their reliability. We used a self-made water quenching system to conduct thermal shock tests on alumina and zirconia ceramics. The thermal shock process was recorded by high-speed digital image correlation (DIC) during the test. The process of thermal shock crack initiation and propagation in two kinds of ceramics was determined by analyzing the speckle image change on the sample’s surface. It is found that the crack growth rate of alumina is faster than that of zirconia, which is caused by different material parameters. This paper presents an in-situ measurement method for the initiation and propagation of thermal shock cracking in ceramic materials. It can provide a measurement method to identify and predict the thermal shock damage of ceramic components.