Thermal shock resistance of the RE-Si-Mg-O-N glasses (RE = La, Nd, Yb, Lu) with 0 and 20 eq.% of nitrogen was investigated by the indentation-quench method based on propagation of Vickers cracks. Crack growth was measured on the same sample for a test series of different quenching temperatures. Thermal shock resistance of the studied materials was determined as a temperature difference resulting in 10 % growth of the initial cracks (∆T10) and by the thermal shock parameter R calculated from the material properties. Although the comparison of ∆T10 and R values as a function of glass composition revealed some differences between these two approaches, also a common trend was observed. Thermal shock resistance increased with the fractional glass compactness resulting from RE type and N content increase.