Abstract: Three kinds of thermal barrier coating were prepared on the surface of 304 stainless steel by plasma spraying method with NiCrAlY served as metal bonding layer material and Al₂O₃ and ZrO₂ served as the ceramic layer materials. The microscopic morphology and crystalline phase of the coating was characterized by scanning electron microscope (SEM) and X-ray diffractometer (XRD). The high temperature oxidation resistance and thermal shock resistance of the coating were also studied. The results show that NiCrAlY/Al₂O₃/ZrO₂ composite structural thermal barrier coating surface did not have any hole and crack, and there were Mg₂Zr₅O₁₂ and (Fe, Mg) (Cr, Fe)₂O₄ crystalline phase in the coating after high temperature oxidation. NiCrAlY/ZrO₂ coating had the best high temperature oxidation resistance because of the oxygen barrier effect of Al₂O₃. The thermal expansion coefficient of interlayer material in NiCrAlY/ZrO₂ coating had a gradient trend and the coating exhibited the best thermal shock resistance.