Finite element analysis (FEA) for fine woven pierce SiO2f/SiO2 composites quasi‐static compression is conducted in weft and Z yarn directions, strain–stress curves with experiments and FEA are compared, and finite element model proves to be valid. During quasi‐static compression, the strain difference between matrix and fiber rise. As for compression in the weft direction, matrix micro‐cracks increased into large cracks and mainly distribute around warp fibers. The interfacial stress increases and results in interface damage around the warp fiber. The stress fields are superimposed and rise in warp and weft yarns overlapping regions, in which damage modes include matrix cracks, fiber debonding, and breakage. Obvious V‐shaped shear bands are formed on YZ surface. As for compression in the Z‐direction, interfacial stresses around the warp and weft fibers are superposited and strengthened, fibers debonding occurs continuously with increasing interfacial stress; stress field inside composites in the Z yarn gets great, SiO2f/SiO2 composites have greater compression strength in the Z‐yarn direction than that in the weft direction.