Ceramics used in the high temperature environment are inevitably subjected to sudden temperature change, which may lead to catastrophic thermal shock failure due to the intrinsic brittleness of ceramics. In this paper, an experimental platform is designed to realize the in-situ observation during the thermal shock experiments. Experimental results show that all the cracks initiate from one of the edge midpoints and propagate to another one for square specimens. Such experimental observation is consistent with the maximum tensile stress zone with the maximum temperature gradient given by the finite element method (FEM). The different crack modes resulting from different heating rates after thermal shock experiments are observed and analyzed. Comparison between different clamping methods is conducted to study the effects of boundary conditions on the thermal shock experiments. Furthermore, in order to improve the thermal shock performance of alumina ceramics, crack arrest blocks are added near the edge midpoint. The thickness, shape and arrangement of the blocks are systematically investigated to understand the mechanism of improvement of thermal shock resistance. thermal shock, ultra-high temperature ceramics, crack arrest blocks, in-situ dynamic observation