In order to improve the heat transfer efficiency, the fins are commonly used in the industrial boiler in Japan. In actual application, the thermal fatigue due to the cyclic change of temperature usually occurs in the fins. The thermal fatigue tests were carried out by using the thermal fatigue apparatus designed. The designed testing apparatus can apply thermal load to the fin by giving heating and cooling alternatively. The fatigue cracks can be observed in the vicinity of the toe in the thermal fatigue test. The heat transfer coefficient and the thermal stress were calculated by using Finite Element Analysis (FEA) method. The fatigue experiments of the fins were also conducted using electro-hydraulic servo fatigue test machine in the laboratory. The results of thermal fatigue experiments were discussed by comparing with those of the mechanical fatigue experiments.