A novel C/C-ZrC-SiC gradient composite (GGC/C-ZS) is prepared via thermal gradient chemical vapor infiltration (TGCVI) technology combined with polymer infiltration and pyrolysis (PIP). And ablation tests are carried out to evaluate the thermal shock and ablation resistance. Results show that the GGC/C-ZS exhibits excellent anti-ablation performance (linear ablation rate is −2.12 μm/s) after ablation for 2 × 40 s (under 2500 °C). The high ZrC-SiC content in the surface region of GGC/C-ZS ensures a dense ZrO2 scale of the ablation center and helps withstand the high thermal stress induced by the ablation. During the ablation, the compact ZrO2 scale can block heat transfer from the surface to the matrix of GGC/C-ZS because of its low thermal conductivity, which can relieve the thermal etching and the massive loss of SiO2 beneath the ZrO2 scale. Besides, the gradient structure can also reduce heat mismatch between the ZrC-SiC ceramics and the C/C matrix, which can avoid the peeling off of the ZrO2 scale after a second ablation process.