High critical temperature superconductors are evolving from a scientific research subject into large-scale application devices. In order to meet this development demand they must withstand high current capacity under mechanical loads arising from thermal contraction during cooling from room temperature down to operating temperature (usually 77 K) and due to the electromagnetic forces generated by the current and the induced magnetic field. Among the HTS materials, the Bi2Sr2Ca2Cu3Ox compound imbedded in an Ag/AgMg sheath has shown the best results in terms of critical current at 77 K and tolerance against mechanical strain. Aiming to evaluate the influence of thermal stress induced by a number of thermal shock cycles we have evaluated the V-I characteristic curves of samples mounted onto semicircular holders with different curvature radius (9.75 to 44.5 mm). The most deformed sample (ε=1.08%) showed the largest reduction of critical current (40%) compared to the undeformed sample and the highest sensitivity to thermal stress (Ic/Ic0=0.5). The V-I characteristic curves were also fitted by a potential curve displaying n-exponents varying from 20 down to 10 between the initial and last thermal shock cycle.