Ultra-high-temperature materials have been widely used as key components in high-end equipment. However, the existing studies are mainly conducted at room and moderate temperatures. Besides, they are mainly carried out by experiments. Theories on the temperature dependence of fracture strength are rarely reported. In this work, experimental methods for the ultra-high-temperature tensile properties of advanced materials and the elastic–plastic properties of coatings are developed, respectively, based on induction heating and radiation furnace heating technologies. A temperature-dependent fracture strength model for ceramics is proposed in the view of energy. The experimental methods and theoretical model are verified on the 2D plain-weave carbon fiber reinforced silicon carbide thermal structure composite, yttria-stabilized zirconia thermal barrier coating, and Si3N4 ceramics. The study shows that the mechanical properties of materials decrease significantly at ultra-high temperatures. The results are useful for the applications of ultra-high-temperature materials in thermal structure engineering.