This paper presents the results of a study of layer gradient thermal protection coatings based on NiCrAlY and YSZ obtained by detonation spraying. Modern gas turbines and high-temperature units operate under extreme temperatures and aggressive environments, which requires effective protection of components from wear, corrosion, and thermal shocks. In this study, the use of layer gradient coatings consisting of alternating layers of NiCrAlY and YSZ was investigated with the aim of solving the problem of thermal stress accumulation due to a smooth change in the composition of the layers. Microstructural and phase analysis showed that alternating layers of NiCrAlY and YSZ formed a dense layer gradient structure with clear interphase boundaries and low porosity. Detonation spraying led to a complete transformation of the monoclinic ZrO2 phase into a tetragonal one, which significantly increased the mechanical strength of the coating and its resistance to thermal shocks. Sample 1D1 demonstrated excellent tribological and corrosion properties in a 3.5% NaCl solution, which can be explained by its higher density and reduced number of pores. Mechanical tests revealed stable values of hardness and wear resistance of the coating, especially for the 1D1 coating. Studies have shown that coatings are resistant to thermal shocks, but thicker layers show a tendency to peel off after thermal cycling. The obtained results indicate high prospects for the use of layer gradient coatings based on NiCrAlY and YSZ for the protection of gas turbine components and other high-temperature installations operating under extreme loads and aggressive environments.