In order to explore the damage characteristics of water-saturated coal under thermal shock, a high and low tem-perature test chamber was used to treat the coal samples with different temperature differences. The microscopic observation of the changes of the fissures on the coal surface before and after the shock was carried out from the microscopic scale, and the macroscopic changes of the uniaxial compressive strength and permeability of the coal body after the thermal shock were explained through the microscopic and mesoscopic scales. The test results show that the number of cracks on the surface of the water-saturated coal sample after cold shock and heat shock increases, and the cracks are connected to each other, and the crack area in the same area increases; The more significant the effect is, the smaller the compressive strength of the coal body is, and the higher its permeability is. The frost heave force generated by the water-ice phase transition and the deformation of mineral particles are mutually restricted to generate thermal stress, which is the main factor leading to the deterioration of coal body structure.