I had some 3/4 inch hickory that was really tough to cut. Maybe I got a really hard piece, but I wouldn't do a puzzle with it. Personally I wouldn't keep the blade true and would end up cutting at an angle, and that doesn't work for puzzles. You might have better skills then me, or more patience. I have used poplar, pine, cedar and plywood with fairly good results for different types of puzzles.
MrsN