Thermal fatigue is a complex phenomenon encountered in materials exposed to cyclically varying temperatures in the presence or absence of external load. Continually increasing working temperature and growing need for greater efficiency and reliability of automotive exhaust require immediate investigation into the thermal fatigue properties especially of high temperature stainless steels. In this study, thermal fatigue properties of 304 and 429EM stainless steels have been evaluated in the temperature ranges of 200-800oC and 200-900oC. Systematic methods for control of temperatures within the predetermined range and measurement of load applied to specimens as a function of temperature during thermal cycles have been established. Thermal fatigue tests were conducted under fully constrained condition, where both ends of specimens were completely fixed. Thermal fatigue property of STS 304 was superior to that of STS 429EM. Load relaxation behavior at the temperatures of thermal cycle was closely related with the thermal fatigue property.