The MgO-Al2O3-Fe2O3 composite was prepared at 1600°C for 3h with magnesia powder and alumina powder as raw materials and with ferric oxide powder as additive. The effect of the molar ratio of MgO/Al2O3 on the sintering and thermal shock resistance of the composite materials was studied. The results showed that increasing the molar ratio of MgO/Al2O3 could improve the densification of the Al2O3-Fe2O3 composites, with the molar ratio of MgO/Al2O3 increased from 3 to 5, densification of the composites didn't increased but decreased. The optimum molar ratio of MgO/Al2O3 of the Al2O3-Fe2O3 composite is equal to 3, the sample MA-3 exhibits better sintering densification and thermal shock resistance. Its primary crystal phases are spinel and periclase, and less amount of sosoloid 20MgO·19Al2O3·Fe2O3. So, the MgO-Al2O3-Fe2O3 composite is acceptable for application in cement rotary kiln linings and high temperature gas filter support.