Hollow cylindrical specimens made of the ceramic materials Pyrophyllite and Macor were subjected to thermal loading to investigate their fracture behavior under such conditions. In the first set of tests, pre-heated specimens were quenched in water with cooling taking place on the outside only. The specimens fractured in a consistent manner with two diametrically opposite axial cracks occurring. Finite element analysis indicates that the primary crack occurred at the stage when the integrated strain energy within the specimens reached a critical value during the thermal transient process, while the secondary crack was caused by stress waves generated following the primary crack. In the second set of tests, the specimens were heated from the inside and cooled on the outside under quasi-steady conditions. Multiple cracking in both the axial and circumferential directions was observed. The results indicate possible effects of strain rate on the fracture mode of hollow cylindrical specimens subjected to a radial thermal gradient.