Auxetic honeycomb materials with negative Poisson’s ratio received rapidly growing attention in recent years owing to their exceptional thermomechanical properties in constructing sandwich composites. The objective of this article is to investigate the transient thermal behavior and fracture risk of a honeycomb layer with a central crack subject to a sudden thermal shock by theoretical modeling. Two different material configurations along both orthogonal directions, as well as the conventional and auxetic hexagonal alumina honeycomb cells, are examined to illustrate their effects on the thermal stress intensity factors. To solve the thermoelastic governing equations subject to complex boundary conditions, the methodology of integral transform with singular integral equation is employed. The numerical results demonstrate that the auxetic honeycombs can reduce the thermal stress intensity factors significantly compared to their conventional counterparts. The ratio of stress intensity factors in auxetic to non-auxetic honeycombs under the same absolute value of the internal cell angle θ decreases monotonically with increasing |θ|. In addition, the effects of the relative density, crack length, and crack position are investigated. Our findings would provide a more comprehensive understanding of the honeycomb’s fracture behaviors and contribute to the material design of the sandwich composites with honeycomb cores.