ZrB2–SiC ceramics have become popular candidates as ultra-high temperature structural materials in recent years; however, their poor sinterability and poor thermal shock resistance has limited their application. In this paper, high density ZrB2–SiC–Al3BC3 ultra-high temperature ceramics were successfully fabricated via the Spark Plasma Sintering(SPS) process using Al, B4C, and carbon powders as sintering additives. The thermal shock resistance of the sintered ZrB2–SiC–Al3BC3 ceramics was estimated via the water quenching method and the flexural strength of the quenched specimens were determined. The critical thermal shock temperature of the sintered ZrB2–SiC–Al3BC3 ceramics increased with rising sintering temperature. The fracture toughness and flexural strength of the sample sintered at 1800 °C were improved to 748.27 ± 77.35 MPa and 6.15 ± 0.01 MPa m1/2, respectively. This sample showed excellent thermal shock resistance behavior, with a critical thermal shock temperature of 592 °C. The improvement of the thermal shock resistance was attributed to its higher fracture toughness and the distribution of rod-like grains.