The thermal fatigue performance and high temperature oxidation performance of two materials commonly used in coal-fired boiler burner nozzles were studied by comparative test method, through thermal fatigue crack growth rate and oxidation weight gain test, and the results showed that the thermal fatigue performance and high temperature oxidation resistance of ZG40Cr26Ni4Mn3NRe, a new material with high content of chromium, manganese, silicon and other elements, were significantly better than those of the original burner nozzle material ZG40Cr20Ni5. Thermal fatigue cracks are most likely to appear at surface defects, and the formation and rupture of oxide film during thermal cycling intensifies the initiation and propagation of thermal fatigue cracks.