Fracture strength of cylindrical specimens made of Si3N4 and SiC were evaluated by a thermal shock test. Each specimen was preheated uniformly at 1573 K in an electric furnace, then cooled locally by high-velocity helium gas passed through a narrow slit. The transient temperature distribution and the thermal stress were calculated by FE analysis. The failure probability was also estimated by assuming that the fracture strength due to thermal shock was determined by the fracture toughness of the material and the two-parameter Weibull distribution was able to apply the distribution of initial flaw size. Predicted failure probability of SiC was good agreement with test results. As for Si3N4, large difference was observed between the estimated and the tested failure probability. The descrepancy was however decreased in consideration of subcritical crack growth during thermal-shock tests.