Supercritical CO2 (sCO2) Brayton power cycle can be configured in a closed-loop power system and has a potentially high cycle efficiency. Compactness and high efficiency of a sCO2 power block make the sCO2 Brayton cycle a versatile power cycle in broad applications. While many heat sources are of sufficient intensity to produce high temperature working fluids to achieve high cycle efficiency, the thermal-mechanical stability of traditional materials (e.g., steels and nickel-based superalloys) used in construction of heat exchangers and turbine components limits the operating conditions and thus thermodynamic efficiency of the system. This effort seeks to establish the viability of ceramic heat exchanger technologies for the most extreme operating conditions envisioned for power generation and other high temperature processes. Heat exchangers constructed from ultra-high temperature ceramics, a class of extreme environment materials featuring melting points (Tmp.) above 3000°C, is particularly appealing for sCO2 Brayton cycles given their ultra-low creep rates and very high retained strength at low homologous temperatures (i.e., T < 0.5 Tmp., or at least 1500°C). To translate these materials properties to ultra-high temperature heat exchangers, innovations are required in ceramic manufacturing techniques to realize the complex architectures featured in compact heat exchangers with high power density. With appropriate processing, ZrB2-SiC based compositions can be sintered to near full density and shaped into complex topologies via ceramic additive manufacturing methods. This paper analyzes heat exchanger designs and explores thermal-mechanical implications of the operating environment. Thermal flow, heat transfer, and conjugate mechanical analyses provide insights into benefits and risks associated with the design approach.