In this paper was investigated the effect of thermal cycling on dimensional change and microstructural change of the interfacial region in W/stainless steel composites, which was hot pressed at 1100℃ and then exposed up to 200 h at 1200℃, with HfN coated and uncoated fibers. After thermal cycling, it was found that axial dilatation of the matrix in W/stainless steel composites with HfN coated fiber occurred conspicuously only in the early stage of cycling. However, the axial dilatation became nearly zero after several tens of cycles, which indicated that mechanical interactions exist between the matrix and the fiber did not exist any more. On the other hand, the matrix side of the interface in W/stainless steel composites with uncoated fiber became rough with increase of thermal cycling, and several voids were observed to be formed in the matrix.