Thermal barrier coatings (TBCs) system has been the subject of vigorous research over the past decade, driven by the demands for enhanced reliability and substantially higher operating temperature envisaged for the next generations of gas turbine engines. As a novel structure system, the double ceramic layer design is a promising TBCs structure system , especially its long thermal cycling lifetime compared with the single ceramic layer. This paper mainly reviewed of development situation and the existing problems of several mainly double ceramic layer thermal barrier systems, including M-YSZ/YSZ, A2B2O7/YSZ, LTA/YSZ, LnMA/YSZ, ABO3/YSZ and so on. Many challenges remain but healthy and growing collaborations between the science and technology communities bode well for future progress in this area.