Si-SiC coating was prepared on the surface of carbon/carbon (C/C) composites by a two-step technique of pack cementation, and the influences of thermal shock between 1773 K and room temperature in air on the mechanical property and fracture behavior of the coated C/C were studied. The results show that, after thermal shock between 1773 K and room temperature for 5, 10 and 15 times, the flexural strength of coated composites increases by 4.29%, 15.00% and 24.20%, respectively. The toughness of the coated C/C enhances gradually during the thermal shock test. The improvement of the mechanical property after the thermal shock test is primarily caused by the weakening of the fiber-matrix interface and the reduction of residual thermal stresses by thermal shock.