In the present contribution two tests for thermal fatigue testing, which have been developed in our group, are presented. First test has provided internal cooling system of sample, while second has external cooling. For both tests heating and cooling of samples are computer guided that enables very reliable results of testing. The first test is more appropriate for testing the base material, i.e. roll cast irons, roll steels, tool steels. The second test is more appropriate for experiments that are aimed for selection of appropriate tool surface treatment, i.e. laser cladding, nitriding, coating, etc., and to compare and to achieve improved resistance against thermal fatigue of produced surface layers.