A new comparative test approach is provided for the thermal fatigue life experiments of turbine blade under thermal shock.The tested blades and reference blades were mounted in a common vane cascade.Moreover,the position of these two kind of blade will be swapped each other regularly during the experiment.A group of comparative tests has been completed by this way for turbine nozzle blades made from analogue materials .The test results show that the approach is reliable,and the test cost is cut down greatly.