Multi‐layered SiC composites have been considered as a nuclear fuel cladding material of light water reactors, LWRs, because of their excellent high temperature strength and corrosion resistance under accident conditions. During a design basis accident of a LWR such as a loss‐of‐coolant accident, the peak temperature of the fuel clad rapidly increases as the production of decay heat continues. The emergency core cooling systems then automatically supply the reactor core with emergency cooling water. The fuel clad consequently suffers from thermal shock. In this study, the structural integrity of multi‐layered SiC composite tubes after thermal shock was investigated. Several kinds of multi‐layered SiC composite tubes consisting of CVD SiC and CVI SiCf/SiC were water‐quenched from 1200°C to room temperature. The triplex SiC composite tube retained its tubular geometry during quenching. The strength degradation after thermal shock was <13% for the specimens with a PyC interphase. The residual stress distribution within the tubes during thermal shock was evaluated by a finite element method.