As the best thermal insulator, aerogels could be used for high-efficiency insulation under exoplanet environment. There is the high day-night temperature difference in the exoplanets, thus the failure analysis of the aerogels under thermal shock could be studied. In this paper, hydrophilic and hydrophobic fiber-reinforced silica aerogels were forced to undergo liquid nitrogen-room temperature thermal shocks. Thermal conductivity, mechanical property and the microstructure were characterized for understanding the failure mechanism. It was found that after multiple shocks, the thermal conductivity of hydrophilic aerogel increased 35.5% after the first shock and kept in a high value, while that of the hydrophobic aerogel increased 19.5% and kept in a relatively low value. Pore size distribution results showed that after the first shock the peak pore size of the hydrophilic aerogel increased from 18 nm to 25 nm due to the shrinkage of the skeleton, while the peak pore size of the hydrophobic aerogel kept at ~9 nm probably induced by the spring-back effect. The high-strain hardening and low-strain soften behaviors further demonstrated the skeleton shrinkage of the hydrophilic aerogel. The existence of the free water in the infrared spectra of both aerogels indicated the driving force of the skeleton shrinkage may be the volume change of the absorbed water during freezing process. For further demonstrating the mechanism, the aerogels were treated at 80 ^oC under vacuum environment before conducting shock experiments. After the first shock, the thermal conductivities of the hydrophilic and hydrophobic aerogels were increased only 14.0% and 0.4%, respectively. In addition, multiple shock experiments showed that the failure processes of the hydrophilic and hydrophobic aerogels are irreversible and reversible, respectively, revealing their different failure modes.