The high heat load in nuclear fusion reactors constantly threatens the service safety of plasma-facing materials. Developing new tungsten materials resistant to transient thermal shock is crucial for advancing the application of fusion energy. This study breaks through the traditional commercial tungsten material preparation process of powder metallurgy billet and hot processing, and proposes an innovative process: first, billets are prepared via chemical vapor deposition (CVD), and then cross rolling is carried out. This process aims to prepare tungsten materials with superior performance. The microstructure, thermal conductivity, mechanical properties, and electron beam thermal shock of new and traditional tungsten materials with different rolling deformation rates were tested. The results indicate that tungsten with a low rolling deformation rate has <100>∥ND texture and exhibits high thermal conductivity. At the same time, the proportion of small angle grain boundaries between the grains of the material is as high as 78.8%, which lead to good comprehensive mechanical properties in the high temperature zone. Good thermal conductivity and mechanical properties result in a transient thermal shock cracking threshold of 0.44–0.55 GW/m², significantly exceeding that of traditional materials.