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Clarifying the differential effects of temperature gradient and temperature change rate on the evolution of rock fractures and damage mechanism under thermal shock is of great significance for the development and utilization of deep geothermal resources. In this study, granite samples at different temperatures (20 °C, 150 °C, 300 °C, 450 °C, 600 °C, and 750 °C) were subjected to rapid cooling treatment with liquid nitrogen. After the thermal treatment, a series of tests were conducted on the granite, including wave velocity test, uniaxial compression experiment, computed tomography scanning, and scanning electron microscopy test, to explore the influence of thermal shock on the physical and mechanical parameters as well as the meso-structural damage of granite. The results show that with the increase in heat treatment temperature, the P-wave velocity, compressive strength, and elastic modulus of granite gradually decrease, while the peak strain gradually increases. Additionally, the failure mode of granite gradually transitions from brittle failure to ductile failure. Through CT scanning experiments, the spatial distribution characteristics of the pore–fracture structure of granite under the influence of different temperature gradients and temperature change rates were obtained, which can directly reflect the damage degree of the rock structure. When the heat treatment temperature is 450 °C or lower, the number of thermally induced cracks in the scanned sections of granite is relatively small, and the connectivity of the cracks is poor. When the temperature exceeds 450 °C, the micro-cracks inside the granite develop and expand rapidly, and there is a gradual tendency to form a fracture network, resulting in a more significant effect of fracture initiation and permeability enhancement of the rock. The research results are of great significance for the development and utilization of hot dry rock and the evaluation of thermal reservoir connectivity and can provide useful references for rock engineering involving high-temperature thermal fracturing.