When a structure is repeatedely submitted to a heterogeneous thermal loading, cyclic stresses due to constrained dilatations appear and might lead to a thermal striping of the material. Several thermal fatigue experimental devices have been developed in research laboratories, trying to reproduce in service conditions. It is then observed that crack initiation appears sooner than what is expected from the fatigue curves of the material and the computed equivalent strain amplitude in thermal fatigue tests. The measures of temperature in thermal fatigue tests are made outside of the surface where crack initiate, which leads to a significant uncertainty in the real level of thermal loading. The purpose of this Ph.D is therefore to realize laser induced thermal shocks together with synchronous and contactless measures of thermal and displacement fields of the damaged surface. Numerical thermomechanical simulations need also to be made to complete these fields in volume and test the influence of boundary conditions. The final objective is to obtain, for the first time, a reliable measure of the quantities of interest inside the crack initiation area and to evaluate a potential error due to the way thermal measures were realized in the past experiments.