NiCrAlY/Al 2 O 3 -20 wt-%TiO 2 gradient coating on Cu-Be substrate was fabricated by atmospheric plasma spraying method. Effect of the phase composition and the microstructure of gradient coating on thermal shock behaviours were investigated by using the X-ray diffraction, scanning electron microscopy and energy dispersive spectrometry. The gradient coating shows a typical lamellar structure with a uniform thickness and good interface. The microhardness of gradient coating was 875 HV compared to the substrate of 199 HV. The thermal shock failure of gradient coating took place after 467 and 37 cycles at 400 and 600°C, respectively. The spallation boundaries of gradient coating with a step structure could be divided into three regions: coating spallation region (I), oxidation region (II) and coating region (III). The mechanism of thermal shock failure was discussed.