In this paper, the mechanisms of damage of an oxide/oxide ceramic matrix composite bearing are studied with a new experimental setup, the balanced quarter hole device (BQH). This test was designed to allow direct observation of the damage development on a material subjected to bearing failure. In a standard bearing experiment, real time monitoring is extremely difficult to set up, and post mortem observations of the bearing plane can be biased by the cutting operation. High speed cameras were used to take pictures of the bearing plane so that the damage development could be studied and a damage chronology established. The validity of the setup was verified by comparing the results obtained with those of a standard bearing test. Two different stacking sequences were studied, and the influence of the material microstructure and composite machining was investigated. It was shown that the first critical damage, matrix cracks, appeared before the load drop, and then led to delamination and kink bands, causing the final failure of the material.