Thermal fatigue is a common problem when ceramics are used at high temperature. Typically, the mechanic properties of ceramics decrease after either long service times at high temperatures or cycles of temperature changes. The thermal fatigue process, the factors influencing the thermal fatigue and the prediction of the thermal fatigue life of ceramics are concerned topics. The thermal fatigue of ceramics is mainly explained by the critical stress fracture and thermal shock damage theories. The thermal fatigue tests include the traditional strength method, the quench-indentation method and the non-destructive detection such as the acoustic emission technique. Based on the thermal fatigue theories, the thermal fatigue life can be predicted using built models. The establishment of the standards for the testing of ceramic thermal fatigue will enhance the comparability of experimental data and further promote the development of analysis theory of thermal fatigue, benefiting the design of engineering ceramics.