The impact of thermal shock upon the scatter of flexural strength data of free-standing thin flame-sprayed Al2O3 coatings was examined. As published in the literature, thermally sprayed ceramic systems exhibit superior thermal shock resistance and against this background, the statistical evaluation of strength data prior and after the thermal shock was intensified. Thus, the Weibull parameters m and σ0 were compared before and after thermal shock from 1000 °C to room temperature. The flexural strength was determined utilising the ball-on-three-balls method. Although the general scale of the Weibull modulus m was rather low (< 6), considerable differences were shown after thermal shocking as the Weibull modulus decreased by a factor of about 3.