Development of plasma facing components and materials is a key element in the R&D program for the Fusion Experimental Reactor (FER), which has been designed at JAERI, and the International Thermonuclear Experimental Reactor (ITER), which has been designed under international collaboration. In these next-step tokamak devices, the plasma facing components and materials will be exposed to severe heat load and incident particle flux. The concern is especially acute that the extremely high thermal shock due to plasma disruption could cause material fracture. Efforts on developing the first wall and divertor have been energetically undertaken at JAERI. The present paper describes recent experimental and analytical results on thermal shock characteristics of various materials.