This study was carried out to evaluate the reliability of GaN die-attached on a direct bonded aluminum (DBA) substrate with Ag sinter joining in up to 1000 harsh thermal shock cycles over a temperature range from −50 °C to 250 °C. For joining the die-attached structure, metallized Ti/Ag was prepared first on the substrates of DBA and GaN chips. A GaN die and DBA substrate were bonded by a micron/submicron Ag sinter paste in air at 250 °C without pressure. The initial die shear strength of the GaN/DBA joint structure, above 33 MPa, was retained up to 250 cycles and then gradually decreased up to 1000 cycles. Microstructural observation by field-emission scanning electron microscopy and energy-dispersive X-ray spectroscopy showed a crack growing inside the Ag/Al bonding interface during thermal cycles due to the large plastic deformation of the Al layer. In addition, with the aid of simulations based on the finite element method, the damage mechanism is discussed in further detail, including the Al grain boundary effect. This study systematically revealed that the mechanism of thermal shock damage of a GaN/DBA module with an Ag sinter joining structure suggests that it can prevent severe damage during thermal shocks in high-temperature applications.