To research the electro-optic effect of lead magnesium niobate-lead titanate (PMN-PT) transparent electro-optic ceramic at different temperatures from 275 K to 325 K, ferroelectric domains with different sizes are observed, and electro-optic coefficient of the ceramics with different ferroelectric domain sizes are measured. The influence of temperature on the electro-optic effect is explained from the viewpoint of ferroelectricity. The electro-optic effect the electro-optic ceramic at different wavelengths is characterized. The results show that the electro-optic coefficient of the ceramic is larger at low temperature. The electro-optic coefficient decreases with the increase of the temperature, but the trend varies slightly with different bands, which explains in microcosmic view that the dielectric property variation of the ceramics is the reason of electro-optic characteristic variation due to temperature variation.