Yttria particle-reinforced tungsten plates with different thickness reduction are prepared by powder metallurgy technology combined with rolling process. The transient laser thermal shock experiments are carried out on the samples’ surface with different recrystallization volume fraction which are obtained at different temperatures annealing process, aimed to investigate the surface damage and microstructure evolution under the synergistic effect of recrystallization caused by long-term steady-state heat load and transient thermal shock. Cracks, melting and other damages occur on the sample surface because of the action of thermal shock loading. Moreover, the recrystallization process will accelerate the widening of cracks and the enlargement of melting area, which greatly reduces the ability of the material to resist transient heat loading. The damage level of the samples with 67% thickness reduction is obviously lower than that with 50% thickness reduction under the same power density, and the former has better thermal shock resistance. Both the molten zone is composed by the columnar grains, the width of the columnar grains is associated with the grain size of the initial matrix below, and the columnar grains formed in rolled samples are finer and numerous, while those of the fully recrystallized samples are coarser.