Due to the periodic alternation of hot and cold in the cutting process, cutting tools often fail owing to thermal cracks, making it difficult to intermittently cutting materials. Therefore, in order to suppress the initiation of thermal cracks in cutting tools, a new type of high thermal shock resistance oblique gradient cutting tool (marked as TDZ-X) has been fabricated. The material system of the cutting tool is designed by the temperature field model of the cutting tool. The direction angle of TDZ-X is accurately designed based on the thermal crack initiation area of the tool. A new method for studying the thermal fatigue properties of tool materials is proposed, the tool is heated by ultra-fast picosecond laser to simulate the thermal shock in the milling process. The thermal fatigue resistance and the thermal shock resistance of TDZ-X, the gradient tool and the homogeneous tool are compared and studied, the results show those of TDZ-X are best than those of the other two tool materials. Through the design of TDZ-X, the thermal shock resistance of the tool material has been significantly improved, and the effectiveness of inhibiting thermal crack initiation has been verified by cutting experiments, which provides a new method for design and fabrication of discontinuous cutting tools with long tool life and high reliability.