Ti(Al,O)/Al2O3 and TiAl(O)/Al2O3 composite coatings have a potential to reduce dissolution and aluminium soldering tendency of H13 tool steel used in the aluminium processing industry. The thermal shock resistance of H13 tool steel coated with Ti(Al,O)/Al2O3 and TiAl(O)/Al2O3 composite powders sprayed using a high velocity oxygen fuel (HVOF) technique was studied. The thermal shock behaviour of the composite coatings was investigated by subjecting the coated coupons to a number of cycles, each cycle consisting of a holding time of 30 seconds in molten aluminium at 700 ± 10 °C followed by quenching into water. The surfaces of the coupons were examined for Al soldering and an evaluation of surface spallation. Any cracks found in the coatings were studied to explain their thermal shock behaviour. The results of this study showed that both Ti(Al,O)/Al2O3 and TiAl(O)/Al2O3 composite coatings on H13 tool steel have good thermal shock resistance with a thermal shock life between 300 to 400 cycles. The composite coatings and fracture surfaces were analyzed using scanning electron microscopy.