Extensive research has been conducted over the past two decades to improve hydraulic fracturing methods used for hydrocarbon recovery from tight reservoir rocks such as shales. Our focus in this paper is on thermal fracturing of such tight rocks to enhance hydraulic fracturing efficiency. Thermal fracturing is effective in generating small fractures in the near-wellbore zone - or in the vicinity of natural or induced fractures - that may act as initiation points for larger fractures. Previous analytical and numerical results indicate that thermal fracturing in tight rock significantly enhances rock permeability, thereby enhancing hydrocarbon recovery. Here, we present a more powerful way of simulating the initiation and propagation of thermally induced fractures in tight formations using the Cohesive Zone Method (CZM). The advantages of CZM are: 1) CZM simulation is fast compared to similar models which are based on the spring-mass particle method or Discrete Element Method (DEM); 2) unlike DEM, rock material complexities such as scale-dependent failure behavior can be incorporated in a CZM simulation; 3) CZM is capable of predicting the extent of fracture propagation in rock, which is more difficult to determine in a classic finite element approach. We demonstrate that CZM delivers results for the challenging fracture propagation problem of similar accuracy to the eXtended Finite Element Method (XFEM) while reducing complexity and computational effort. Simulation results for thermal fracturing in the near-wellbore zone show the effect of stress anisotropy in fracture propagation in the direction of the maximum horizontal stress. It is shown that CZM can be used to readily obtain the extent and the pattern of induced thermal fractures.