Thermal shock behavior of ceramics plays a decisive role in their broad industrial applications. For enhanced understanding of damage and failure mechanism under thermal shock loading, in the present work, a combination of experimental testing and numerical simulation methods has been used. The thermal shock behavior of the alumina (99.7%) disk samples has been investigated by using a plasma test stand: the bottom of the ceramic disks were locally heated in the center by plasma beam; during the heat treatment the temperature distribution at the top of the sample was recorded with a thermographic system. To characterize the thermal shock resistance, a thermomechanical simulation was subsequently carried out. It calculates the temperature and stress distribution within the ceramic disks. The calculated critical thermal tension stresses are reported, which led to the failure of the ceramic disks under thermal shock loading. The effect of the sample thickness on the temperature and stress distribution is presented. Compared with the experimental results the simulated results show excellent agreement. As conclusion, it is possible to determine the thermal shock behavior of ceramic materials by the combination of experimental testing and numerical simulation.