Thermal shock behaviour was investigated for two morphologically different composites comprising an alumina matrix and 20 vol. pct Fe particles for a wide range of quenching temperature differences (△T=100～800°C) and compared to a monolithic alumina. The retained strength and critical quenching temperature difference, △Tc, of the two composites were a significant improvement over the values for the respective monolithic alumina. Crack lengths and densities were shown to be greater for the alumina than for the two composites at all quenching temperature differences. The thermal shock resistance parameters for monolithic alumina and the two composites were calculated according to their mechanical and physical properties. The calculated results agree well with the experimental one and indicate possible explanations for the differences in thermal shock behaviour.