Alumina-matrix composite containing 2.0 wt% boron nitride nanotubes and monolithic alumina were fabricated by hot pressing, and their thermal and mechanical properties were investigated. Thermal shock resistance was evaluated by water quenching and subsequently by measuring the residual flexural strength by three-point bending test. Though the residual flexural strength of the composite is higher than that of the monolith at temperature differences lower than 280°C, the thermal shock of the composite is more sensitive to temperature change, exhibiting no significant improvement in thermal shock resistance. The variation in thermal shock resistance for the composite is resulted from the introduction of BNNTs.