The thermal shock failure has been recognized as one of key failure modes of chemical vapor deposited zinc sulfide (CVD ZnS) infrared window. In this paper, the thermal shock behavior of CVD ZnS infrared window was investigated by the finite element analysis and rapid heating thermal shock experiments. To introduce the temperature-dependent strengths into the analysis of thermal shock failure, the ring-on-ring flexural tests were conducted at different temperatures. Based on the finite element simulation results, the thermal shock failure tended to occur with increasing the temperature difference, and the critical failure temperature difference was measured as 375 °C. At last, a simple rapid heating thermal shock test facility was developed, and thermal shock experiments were conducted to validate the simulation results. The thermal shock failure occurred at tested temperatures above 300 °C. This was consistent with the previous finite element simulation results.