In order to find a kind of MAX phase material suited for thermal barrier coating (TBC) field, the structural properties, mechanical properties, electronic structure, and thermal properties of Nb2AN (A = Si, Ge, and Sn) MAX phase compounds were studied by density functional theory. The results of cohesive energy, formation enthalpy, elastic constants, and lattice dynamics show that the Nb2AN (A = Si, Ge, and Sn) possess good structural stability, mechanical stability, and dynamical stability. Especially in Nb2SnN phase, although its calculated melting point is not the largest one among them, it possesses the best thermal shock resistance. Its coefficient of thermal expansion fits most suitably to the Ni‐based alloy in 300–1452 K and lowest lattice thermal conductivity force it to be an application prospect TBC material. Its mechanical performance is also good for its own smallest deformation of octahedron structure, highest ductileness, and lowest anisotropy. Electronic structure analysis shows that its lowest Debye temperature normalΘboldD${\Theta _{\bf{D}}}$ comes from its highest ionic degree and lowest covalency. Thus, our research provides a deep theoretical basis for the development of new MAX phase materials.