The thermal shock resistance of ZrO2(3Y) and ZrO2(3Y)/Fe3Al composite was studied using indentation-quench technique. The results show that the pattern of crack growth is similar for the two materials. Low crack growth in a stable manner happened when ΔT<ΔTU, and cracks grew unstably when ΔT>ΔTU. The ΔTU of ZrO2(3Y)/Fe3Al composite is higher than that of ZrO2(3Y), indicating the improved thermal shock resistance. The higher fracture toughness and thermal conductivity and lower elastic modulus and Poisson's ratio of ZrO2(3Y)/Fe3Al composite compared with monolith ZrO2 are the main reasons for the elevated ΔTU value of ZrO2(3Y)/Fe3Al composites.