Ceramic matrix composites (CMCs) are the core strategic materials for the thermal structure of new-generation hypersonic aircraft. The unclear understanding of the cross-scale thermomechanical behavior and failure mechanism of materials and structures in high-temperature transient environments is a key scientific issue that restricts the reliable design and safe operation of hypersonic aircraft. In this study, a high-temperature test module in a supersonic wind tunnel with integrated various test systems was independently designed to systematically investigate the thermal mechanical damage evolution of CMCs used in astronautics applications under high-temperature transient conditions. Furthermore, a numerical method for fluid-heat-solid coupling based on an iterative solution strategy was developed and compared with an algorithm based on a wall modification strategy in terms of computational efficiency and accuracy. Besides, a comparative analysis was conducted with the temperature field distribution of the sample obtained in the hypersonic wind tunnel integration test to verify the correctness of the developed thermal-fluid-solid coupling calculation method. Finally, through thermoelastic coupling computational models, the high-thermal-gradient-induced thermomechanical damage mechanism of the CMCs was revealed, providing support for further optimizing the material system and thermal structure design of the CMCs.