The study aimed to compare the thermal shock behavior of three types of thermal barrier coatings (TBC) containing two and five layers. The substrate of the coatings, like as industrial samples, was selected from IN738LC superalloy. The first type was a two-layer TBC produced from CoNiCrAlY and CeO 2 as a bond and top layers, respectively. The second type was a common five-layer TBC with a bond layer of CoNiCrAlY, a top layer of CeO 2 and three intermediate layers composed of three mixing kinds of CeO 2 + CoNiCrAlY. The third type was composed of a top layer of nano-structured CeO 2 , and the other four down layers were similar to the second type. To thermal shock test, the samples were kept at 1100 °C for 5 min and quenched in 20-25 °C water. The test was continued until all the samples were destructed. The sample was considered destructed when 20% of the coating surface was detached. To evaluate the microstructure of the samples, SEM and FESEM were used. Finally, the thermal shock lifetime of the five-layer TBC was 1.6 times higher than the twolayer TBC, and by making the top nano-structured layer in five-layer TBC, the lifetime was enhanced approximately 14%.