High purity alumina-spinel (A-MA) and alumina-magnesia (A-M) castables are widely used in steel ladles due to their resistance against slag penetration and corrosion. With a calcium magnesium aluminate bond (CMA) excellent slag penetration resistance can be achieved which results in high wear resistance due to reduced structural spalling. This paper investigates the impact of matrix compositions and CMA-binder content of A-MA and A-M castables on thermal shock resistance (TSR). Standardized thermal shock tests have been applied with sample quenching from 950 ℃ down to room temperature. Results show that all castables are significantly damaged after 5 cycles despite their differences in microstructure. However, the mix with 12% CMA gave TSR that is at similar good level as the reference mix with 6% CAC (70% alumina cement). While a similar strength level was achieved before and after the thermal cycling, the formulation with 12% CMA contains 0.6% less total CaO. The A-MA castables perform better on average than the A-M mixes with this test method. Within the group of A-M castables the mix with 18% CMA and 0.5% SiO₂ gave superior TSR, similar good as castables of the A-MA group. The introduction of CMA in an A-M castable allows reduction of free MgO and SiO₂ addition. The reduction of SiO₂ has been found beneficial for the TSR. This was also found during a thermal cycling trial at high temperature between 1 100 and 1 500 ℃. Here the A-M mix with 18% CMA and 0.5% SiO₂ performed better than the SiO₂-free A-MA castable.