Super-heater tubes are subjected to alternate heating and cooling in power plants causing them to crack and eventually fail. This phenomenon is referred to as "thermal fatigue." In this paper, a laboratory simulation for reproducing the thermal fatigue phenomenon is developed to determine the number of cycles necessary before failure occurs in super-heater tubes. The temperature and strain distributions along the specimen were computed theoretically using ANSYS software for the applied temperature condition. The thermal fatigue test was conducted for both base and shielded metal arc (SMA) welded tubes separately and both passed in the non-destructive tests. These tubes were subjected to thermal cycles from $800^{circ}C$ (accelerated temperature) to room temperature. Oxy-acetylene heating setup was utilized as a heating source, and a water bath was utilized for quenching purposes. The tests were carried out until open cracks were identified. Surface cracks were identified in the base and weld tubes after 90 and 60 cycles respectively. This study reveals that heating and cooling cause thermal fatigue, initiate cracks in the tubes.