High-temperature thermal storage material is one of the critical materials of solar thermal power generation system. Andalusite, kaolin, talc, λ-Al2O3 and partially stabilized zirconia were used as the raw materials, and in-situ synthesis of cordierite was adopted to fabricate thermal storage material for solar thermal power generation via pressureless sintering. The phase compositions, microstructures and thermal shock resistances of the sintered samples were analyzed by XRD, SEM and EDS, and the corresponding mechanical properties were measured. The results show that the major phases of the samples are mullite and zirconium silicate, and the pores distribute uniformly. After being sintered at 1 460 °C, A4 sample exhibits a better mechanical performance and thermal shock resistance, its loss rate of bending strength after 30 cycles thermal shock is 3.04%, the bulk density and bending strength are 2.86 g·cm−3 and 139.66 MPa, respectively. The better thermal shock resistance of the sample is closely related to the effect of zirconium silicate, such as its uniform distribution, nested growth with mullite, low thermal expansion coefficient, high thermal conductivity, etc. This ceramic can be widely used as one of potential thermal storage materials of solar thermal power generation system.