Thermal barrier coatings (TBCs) are effective in protecting gas turbine blades by insulating them from hot gas passing through. In addition, they provide prevention of thermal shock, oxidation resistance and improved engine efficiency. A major life‐limiting weakness of TBCs is their susceptibility to get damaged by thermally‐induced stresses. The thermal shock behaviour of TBC systems subjected to thermal shock loading and the influence of the cracks on the coating durability was investigated experimentally. In this study, TBCs (NiCrAlY + YSZ), which have different sample geometry were subjected to both of gas burner and furnace thermal cycle tests. Sample geometry and cycle test type effect on the correlation of thermal shock behaviour of TBC coatings were characterized by macroscopic and microstructural investigations.