A comparative evaluation of the thermal shock resistance (TSR) of ZrB2-20 MoSi2-20 SiCw (ZMSw20) and ZrB2-20 MoSi2 − 5SiCw (ZMSw5) composites were studied using the indentation quench method. High-dense ZrB2 based composites were prepared by multi-stage spark plasma sintering at 1700°C. The results show that the ZMSw20 composite expressed superior crack shielding and TSR under quenching circumstances. The critical temperature differential ΔTc of ZMSw20 ceramic (ΔTc= 800°C) was higher than that of ZMSw5 ceramic (ΔTc=600°C). The significant enhancement in TSR was imposed residual stresses that improved the resistance to crack progression during thermal shock. Furthermore, an increment in silicon carbide content reduces the crack growth, and increases the TSR of the composites.