The response of tungsten (W) to thermal shock loading, as the best candidate for plasma-facing material (PFM), is an important issue in the research of future fusion devices. Under thermal loading, thermal irradiation damage, including brittle cracking and fatigue cracking, occurs on the surface of tungsten based plasma-facing material (W-PFM). In this work, a new scheme to suppress the thermal irradiation damage to W-PFM, i.e. the laminated structure W-PFM scheme, is proposed. Thermal fatigue experiments of laminated structure W composed of W foils with different thickness and heat treatment processes are carried out by using an electron beam device. The samples are subjected to thermal pulses with a power density of 48 MW/m² for 5000 cycles. The results indicate that the crack damage to the surface of the laminated structure W decreases with the decrease of the thickness of W foils under the same heat treatment conditions. The main cracks are produced on the surface of laminated structure W after cyclic thermal loads have been all approximately parallel to the foil thickness direction. Only the main cracks appear on the surfaces of W foils with a smaller thickness, while crack networks develop on the surfaces of W foils with a larger thickness , in addition to the main cracks with a larger width. In the rolled state, the laminated structure W has the lowest degree of surface plastic deformation for the same thickness. The thermal fatigue crack damage to the surface is quantitatively analyzed by using computer image processing software and analysis software, and scanning electron microscope images of the thermal damage area are finally selected. It is found that the de-stressed state W has the smallest crack area and the smallest number of cracks for the same thickness, indicating that the de-stressed state W has the strongest resistance to irradiation damage. The experimental results also show that in addition to the effect of microstructure, both the uniaxial stress state and the crack-blocking mechanism of the laminated structured W-PFM contribute to the improvement of its thermal fatigue performance.