In this study, a spatial phase stepping method for coherent gradient sensing is developed to automatically measure the reflective surface slopes, curvatures and shapes in dynamic problems. A beam-splitting system and a spatial phase stepping system are designed to obtain four interferograms with different phase shifting steps in one shot. The post processing can automatically generate accurate full-field plots of the slope field components using the four interferograms per frame and the four-step phase shifting algorithm. The surface curvatures and shapes can be calculated numerically using the slopes. To verify this method, a thermal shock experiment is conducted using a reflecting mirror with a dielectric film. The highest temperature achieved during thermal shock was 672 °C. The frame rate is 25 fps and the results of every frame are obtained automatically. Experiments demonstrate the applicability of the proposed spatial phase stepping method.