The composites in the MgO-Al2O3-Fe2O3 system were prepared using high pure magnesia and alumina as raw materials and ferric oxide powder as additive. The effect of sintering temperatures on the sintering performance and thermal shock resistance of the composites was studied. The results showed that both the apparent porosity and linear change ratio of the samples decreased with the increase of sintering temperatures, and their bulk density and bending strength increased accordingly. The sample sintered at 1550°C exhibits excellent thermal shock resistance. The XRD and SEM results indicated that the crystal phase of the samples remained the same, but their microstructure became denser as the sintering temperatures increased from 1500°C to 1600°C. As a result, the composites could be sintered at about 1550°C, which has a potential application in cement rotary kiln linings.