Tremendous efforts have been devoted to the studies of ceramic materials under transient thermal conditions over the past four decades. Such studies are becoming increasingly more important as advanced ceramic materials are demanded for applications at higher temperatures and more severe transient thermal conditions. In this paper, the theoretical and experimental studies on the thermal shock behaviour of monolithic ceramics and ceramic composites are reviewed; a survey of the experimental techniques that have been developed for characterising thermal shock damage is also included. It is shown that such studies for the monolithic ceramics have been extensive. The theoretical analyses are based primarily on the behaviour of monolithic ceramics and have been successfully applied to explain experimental phenomena and predict the thermal shock behaviour of monolithic ceramics. However, similar studies of the thermal shock resistance of ceramic composites, especially continuous fibre reinforced composites, are limited, despite the recent rapid advancements in ceramic composites and their improved properties. Fibre reinforced ceramic composites exhibit superior resistance to thermal shock damage compared with monolithic ceramics. Catastrophic failure induced by severe thermal stresses can be prevented in ceramic composites. The theories developed for the monolithic ceramics can not be applied directly to fibre reinforced ceramic composites because of such characteristics as anisotropy and mismatch of fibre and matrix properties. Although the water quench technique has been the most popular for thermal shock studies because of its simplicity, the fast heating technique with controlled power supply to the heat source offers a desirable option. Both destructive and non-destructive techniques have been used for assessing the thermal shock damage in a ceramic body, but non-destructive tests have the potential for application to engineering scale ceramic components.