The thermal shock behavior of ceramic refractory materials is of particular interest. These materials are usually tested in downward thermal shocks by cooling hot specimens in water or air. In contrast to this method, the use of electron beam material testing facilities offers an alternative approach to perform thermal shock tests on heating. The method of thermal shock testing by an electron beam is introduced for ceramic refractory materials within this article. Finally, the material degradation of a carbon bonded MgO refractory material due to thermals shocks, applied with the electron beam, is presented.