Spent automobile catalyst is an important secondary resource of PGMs (platinum group metals) and the recovery is significant. Various methods of recovery technology have been reported and applied in practical production, including pyro- and hydrometallurgical processes. Since the grade of PGMs in the catalysts is so low, approximately 0.5 wt. %, the present recycling technologies require high energy-consumption, it is of great significance to enrich the PGMs with some energy saving physical separation methods as a pretreatment. Automobile catalyst is usually composed of cordierite phase as a substrate and alumina phase, with PGMs, which covers the cordierite phase. We adopted the quenching pretreatment, one method of thermal shock, to generate micro-cracks between the two phases and separate the alumina phase from cordierite. Quenching was carried out by heating the catalysts in an electric furnace of different temperatures followed by rapid soaking into cold water. It was found that the phase boundary between alumina and cordierite was broken in the quenching and selective separation (detachment) of alumina from the cordierite could be achieved in the following surface grinding. The effect of quenching was checked by microscopic observation, hardness measurement, and chemical analysis. This paper figures out the stress formula of the quenching process, which is largely connected with layer thickness and temperature gradient by using an FEM (Finite Element Method) simulation and clarifies the mechanism of crack generation in the quenching process.