Mechanical fatigue due to repeated thermal shock cycling is of great importance for most materials intended for refractory applications. This work explores thermal shock resistance and cyclic thermal shock effects of cordierite ceramic made from clay-containing mixtures. Different means of detection of change in modulus of elasticity have been employed including impulse excitation and dynamic-mechanic tests (DMA). Results have shown that the elastic modulus of cordierite ceramic gradually decreases over thermal shock cycles, the sharpest change being observed after the first cycle. Unlike synthetic cordierite ceramic material, clay-substituted cordierite composites show "self-healing" effect, which can be explained by the gradual filling of cracks with glassy phase that leads to the strengthening of the whole structure of material. This effect is directly dependent upon the composition of the sample and the material with lesser amount of glassy phase can be characterized with the largest inertia of this effect.