The materials used in variable temperature conditions are required to have excellent thermal fatigue performance. The effects of laser shock processing (LSP), solid solution and aging treatment (T6), and cryogenic treatment (CT) on both microstructure and thermal fatigue performance of ZCuAl10Fe3Mn2 alloys were studied. Microstructure and crack morphology were then examined by scanning electron microscopy (SEM) and energy-dispersive X-ray spectroscopy (EDS). The result showed that, after being subjected to the combination treatment of T6+CT+LSP, the optimal mechanical properties and thermal fatigue performance were obtained for the ZCuAl10Fe3Mn2 alloy with the tensile strength, hardness, and elongation of 720 MPa, 300.16 HB, and 16％, respectively, and the thermal fatigue life could reach 7,100 cycles when the crack length was 0.1 mm. Moreover, the ZCuAl10Fe3Mn2 after combination treatment shows high resistance to oxidation, good adhesion between the matrix and grain boundaries, and dramatically reduced growth rate of crack. During thermal fatigue testing, under the combined action of thermal and alternating stresses, the microstructure around the sample notch oxidized and became loose and porous, which then converted to micro-cracks. Fatigue crack expanded along the grain boundary in the early stage. In the later stage, under the cyclic stress accumulation, the oxidized microstructure separated from the matrix, and the fatigue crack expanded in both intergranular and transgranular ways. The main crack was thick, and the path was meandering.