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Ceramic has a great broad application in high-temperature environment due to its favorable mechanical, antioxidant and corrosion resistance properties. However, it tends to exhibit severe crack or fail under thermal shock resulting from its inherent brittleness. Microstructure property is a vital factor and plays a critical role in influencing thermal shock property of ceramic. The present study experimentally tested and characterized thermal-shock crack and residual strength of ceramic under different quench temperature, while two kinds of alumina ceramics with different grain size are employed. A two-dimensional (2D) numerical model based on statistical mesoscopic damage mechanics is introduced to depict the micro-crack propagation of ceramic sheet under water quenching. The effects of grain size on critical thermal shock temperature, crack characteristics and residual strength are studied. And the microscopic mechanism of the influence of grain size on thermal shock resistance of ceramic is discussed based on the crack propagation path obtained from experimental and simulation results. The qualitative effect and evolution change of grain size on thermal shock property of alumina ceramic will be summarized.