With rapid depletion of conventional petroleum supplies and due to energy security concerns, the world is increasingly turning its attention to unconventional hydrocarbon reservers such as oil shales, gas shales, tight gas sands, coalbed methane, and gas hydrates. Despite the abundant unconventional reservers, the production is still hindered by many obstacles including lack of technology and knowledge of the physics of flow in tight porous media. Flowing the tightly-locked hydrocarbon to the well in such formations, unlike the conventionals, requires a large number of inter-connecting pathways for flow. The existing in-situ cracks in rock have to be connected in order for the hydrocarbon to flow into the wellbore. In this paper we go over the basic mechanisms of rock fracture in micro and Macro levels and then study the two parameters whose variations could reduce the effective stress and lead to rock fracturing. We then discuss the effect of inhomogeneity on the fracture load and show that the dominant load for thermal fracturing is the tensile stress. There are three governing equations of stress, heat transfer, and flow which should be solved in a coupled fashion, for which we are using the finite element software packages. Assuming that thermal cracks increase the permeability of rock in the near wellbore zone by 10-10,000 times, we show the impact of rock stimulation by thermal shock on cumulative production of gas from a sample case of a wellbore placed in a tight formation. The improved recovery for the sample case is 16%.