Effects of thermal cycling on the microstructure and thermoelectric properties are studied for the undoped and Na-doped SnSe samples using X-ray computed tomography and property measurements. It is observed that thermal cycling causes significant cracks to develop, which decrease both the electrical and lattice thermal conductivities but do not affect the thermopower. The zT values are drastically reduced after the repeated heat treatment. It is important to account for density changes during cycling to obtain accurate values of the thermal conductivity. Even before thermal cycling, the spark-plasma sintered (SPS) samples have a significant number of microcracks. The orientation of cracks within the SPS pellets and their effect on the microstructure are influenced by the presence of a Na-rich impurity. The SnSe and Sn0.995Na0.005Se samples without the impurity develop cracks and exhibit grain growth parallel to the pellet surface, which is also the plane of the 2D SnSe layers. The Sn0.97Na0.03Se sample containing the impurity develops cracks that are orthogonal to the pellet surface. Such an orientation of cracks in Sn0.97Na0.03Se inhibits grain growth. All samples appear mechanically unstable after thermal cycling.