On the basis of criteria for the improvement of thermal shock resistance, two microstructural aspects of thermal stress resistance are discussed. These are, firstly, the influence of microstructure on thermal shock resistance to fracture initiation, and secondly, the improvement of thermal shock resistance on the basis of microstructural considerations. In this connection, data on thermal stress resistance (thermal shock and thermal cycling) of various engineering ceramic materials are presented. Using laboratory grades with well-defined microstructures, the interdependence between various microstructural variables and the mechanical and thermal properties which control the thermal shock resistance is discussed, and the relation to thermal shock resistance is outlined by the example of two materials, dense and porous reaction-bonded Si//3N//4. Moreover, an improvement of thermal shock resistance by microstructural optimization is demonstrated. Some examples of the improvement of thermal stress resistance by developing advanced composite materials are given.