The thermal shock resistance of cement composites with hollow glass microspheres (HGM) is investigated. Cement composites containing various concentrations of HGM are prepared and their properties studied. The density, thermal conductivity, and coefficient of thermal expansion of the composites decrease with increasing HGM concentration. A thermal shock test is performed by cycling between -60 and 50oC. After the thermal shock test, the compressive strength of the cement composite without HGM decreases by 28.4%, whereas the compressive strength of the cement composite with 30 wt% HGM decreases by 5.7%. This confirms that the thermal shock resistance of cement is improved by the incorporation of HGM. This effect is attributed to the reduction of the thermal conductivity and coefficient of thermal expansion of the cement composite because of the incorporation of HGM, thereby reducing the occurrence of defects due to external temperature changes.