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Due to higher combustion chamber temperatures and pressures in efficient combustion engines, both the high-cycle and thermomechanical fatigue loads on service life-critical components, such as the cylinder head, are increasing. Material comparisons and analysis of damage behavior are very expensive and time-consuming using component tests. This study therefore develops a test method for cylinder head materials that takes into account the combined loading conditions from the above-mentioned loads and allows realistic temperature transients and gradients on near-component samples. The near-component cylinder head sample represents the failure-critical exhaust valve crosspiece and is tested in a test rig specially designed with the aid of conjugate heat transfer simulations. In the test rig, the sample is subjected to thermal stress by a hot gas burner and to mechanical stress by a high-frequency pulsator. Optical crack detection allows permanent observation of fatigue crack growth and crack closure during the test. Fractographic and metallo-graphic examinations of the fracture areas as well as analyses of the damage patterns show that loads close to engine operation can be set in this way and their influences on the damage can be monitored.