Ceramics based on group IV-V transition metal borides and carbides possess melting points above 3000 °C, are ablation resistant and are, therefore, candidates for the design of components of next generation space vehicles, rocket nozzle inserts, and nose cones or leading edges for hypersonic aerospace vehicles. As such, they will have to bear high thermo-mechanical loads, which makes strength at high temperature of great importance. While testing of these materials above 2000 °C is necessary to prove their capabilities at anticipated operating temperatures, literature reports are quite limited. Reported strength values for zirconium diboride (ZrB2) ceramics can exceed 1 GPa at room temperature, but these values rapidly decrease, with all previously reported strengths being less than 340 MPa at 1500 °C or above. Here, we show how the strength of ZrB2 ceramics can be increased to more than 800 MPa at temperatures in the range of 1500–2100 °C. These exceptional strengths are due to a core-shell microstructure, which leads to in-situ toughening and sub-grain refinement at elevated temperatures. Our findings promise to open a new avenue to designing materials that are super-strong at ultra-high temperatures.