This paper presents a simple methodology to perform a high temperature coupled thermo-mechanical test using ultra-high temperature ceramic material specimens (UHTCs), which are equipped with chemical composition gratings sensors (CCGs). The methodology also considers the presence of coupled loading within the response provided by the CCG sensors. The theoretical strain of the UHTCs specimens calculated with this technique shows a maximum relative error of 2.15% between the analytical and experimental data. To further verify the validity of the results from the tests, a Finite Element (FE) model has been developed to simulate the temperature, stress and strain fields within the UHTC structure equipped with the CCG. The results show that the compressive stress exceeds the material strength at the bonding area, and this originates a failure by fracture of the supporting structure in the hot environment. The results related to the strain fields show that the relative error with the experimental data decrease with an increase of temperature. The relative error is less than 15% when the temperature is higher than 200 °C, and only 6.71% at 695 °C.