Fast-cooling treatments are performed on heated granite specimens to induce thermal shock (TS), whereby the effect of TS on the physical and mechanical properties of granite is investigated through laboratory tests. Air-cooling and water-cooling methods are used to render different temperature changing rates in the TS process. Uniaxial compressive strength, tensile strength, and fracture toughness of the rock specimens are obtained in the laboratory tests. The aggravation of damage at higher temperature changing rates in the TS process is reflected in the test results. Through scanning electron microscopy, two typical fracture patterns reflecting the action of TS are observed in the specimens heated at temperatures higher than 200°C, which indicates that the TS effect has been successfully triggered. Based on the laboratory data and microscopic observations, the acting mechanisms of TS are discussed and corresponding mechanical behaviors are explained.