The cyclic thermal treatment of sandstone under 100 ℃, 200 ℃, 300 ℃, 400 ℃, 500 ℃, 600 ℃, 700 ℃, 800 ℃ and 900 ℃ is conducted by nuclear magnetic resonance (NMR) nondestructive testing system and scanning electron microscope (SEM) so as to study the evolution characteristics of microstructure and macroscopic physical properties of sandstone thermal damage. The results show that: (1) The physical parameters of sandstone including the apparent morphology, mass and volume changed dramatically when the temperature exceeds 400 ℃; the critical temperature at which the physical properties of sandstone vary is about 400 ℃. (2) The microcracks and voids of sandstone begin to develop when the temperature exceeds 400 ℃, and the new cracks initiated, propagated and connected when the temperature exceeds 700 ℃. (3) The porosity of sandstone increase slowly and the thermal damage begins to develop when the temperature exceeds 300 ℃; the crack develops rapidly and the porosity increases sharply when the temperature exceeds 500 ℃. (4) The permeability and porosity of sandstone show different evolution laws respectively. (5) The percentage of micropores of sandstone first increases and then decreases; on the contrary, the percentage of mesopores decreases first and then increases; and the variation of macropores is different from those of small and medium pores, which first increases and then decreases and increases in the end.