Rod-shaped oxide eutectic ceramics fabricated through SHS process can acquire outstanding mechanical properties. First, Eshebly-Mori-Tanaka method was used to study Thermal Stress Field of rod-shaped oxide eutectic ceramics, and then average strain of rod-shaped oxide eutectic ceramics aroused thermal inconsistency is obtained. The effective thermal expansion longitudinal strain and transverse strain of rod-shaped oxide eutectic ceramics are determined by the average strain. Rod-shaped oxide eutectic ceramics is transverse isotropy and has two independent thermal expansion coefficients. The results show that the thermal expansion coefficients of rod shaped oxide eutectic ceramics are dependent on the diameter of nano-fiber. The thermal expansion coefficients will decrease when the diameter of nano-fiber decrease. When the diameter of nano-fiber is bigger than 300nm, the thermal expansion coefficients of rod shaped oxide eutectic ceramics is constants.