Thermal fatigue (TF) behaviors of three Ni-based cast superalloys were investigated in the temperature ranges of 850, 900 and 950℃ to 20℃, respectively. OM and SEM were used to observe the microstructures and TF cracks of the tested specimens. The results demonstrated that the main style of crack initiation is the formation, gathering and interconnecting of oxidation cavities induced by thermal stress. Carbides, $\gamma$+$\gamma^{\prime}$ eutectics and grain boundaries can promote the initiation and propagation of TF cracks. The three alloys showed different mechanisms of TF crack propagation due to the distinct chemical compositions and microstructures. The TF cracks of equiaxial IN738 alloy propagate intergranularly, while those of the directional solidification (DS) DZ444 alloy propagate along interdendritical regions. The paths of TF crack propagation of DZ445 transfer from interdendrite to crystallographic orientation with increasing temperatures, i.e. (111)<110>, which is the easy slip system of face centered cubic alloy. The interaction of high-temperature oxidation and thermal stress is the main fractural mechanism in TF process. Some microstructural evolution at 950℃ accelerates the reduction of the TF property of three alloys.