Temperature gradients, which are introduced into a railway wheel during braking due to friction in the contact zone between wheel and rail can lead to the formation of cracks. This reduces the lifetime or may cause the complete failure of the wheel. In this work, a Nd-YAG-laser thermal fatigue testing system was employed to simulate materials, damage as a result of cyclic temperature gradients in a time-lapse way. Two different kinds of temperature cycles were chosen to differentiate between "thermal shock" which describes the sudden failure, and "thermal fatigue" which means a delayed crack initiation and propagation. Eight ferritic-pearlitic railroad steels have been tested. The experimental evaluation of the damage was effected qualitatively by investigating the failure mechanisms, and quantitatively by detecting numbers of cycles till crack start as well as by determining crack densities, crack depths, and erosion, dependent on the number of cycles. The results obtained from laser-tests show that improving the thermal shock resistance of any railroad steel requires opposite materials' properties to those for improving its thermal fatigue resistance. The materials investigations carried out could establish exemplary connections between thermal shock, thermal fatigue, microstructure, and material's properties.