Three-dimensional needle-punched (3DNP) carbon fiber-reinforced silicon carbide (C/SiC) composites possess better mechanical properties and lower cost than two-dimensional plain-woven (2DPW) or three-dimensional braided (3DB) C/SiC composites. For 3DNP C/SiC composite, the composite's internal thermal residual stress (TRS) affects the mechanical properties and damage mechanisms, for example, initial matrix cracking, fiber/matrix (F/M) interface debonding, fibers fracture and pullout under the mechanical loading. In this paper, the effect of ply structure on the TRS of 3DNP C/SiC composites with different ply structures was investigated. Cyclic loading/unloading tensile tests at different tensile peak stresses were conducted to obtain the mechanical hysteresis loops. The composite's thermal residual strain, peak strain, and tangent modulus with increasing peak stresses were calculated through the hysteresis loops and used to derive the thermal residual stress and strain using the common intersection point (CIP) method. Relationships between the composite's ply structures, mechanical hysteresis loops, thermal residual stress/strain, and internal damage state were established. The analysis can better help the engineering designers reduce the thermal residual stress by adjusting the composite's ply structures.