In a high-temperature, high-flame-velocity, and high-pressure gas corrosion environment, the intercolumnar pores and gaps of electron beam–physical vapor deposition (EB-PVD) thermal barrier coatings (TBCs) may serve as infiltration channels for molten calcium–magnesium–alumino–silicate (CMAS), leading to the severe degradation of TBCs. In order to clarify the relationship between the roughness of the bond coat and the CMAS corrosion resistance of the EB-PVD TBCs, 7 wt.% yttria-stabilized zirconia (7YSZ) TBCs were prepared on the surfaces of four different roughness-treated bond coats. The effect of the bond coat roughness on the columnar microstructure of the EB-PVD YSZ was investigated. The effect of the change of the bond coat’s microstructure on the CMAS corrosion resistance of the EB-PVD YSZ was studied in detail. The results showed that the reduction in the roughness of the bond coat contributes to the improved formation of the EB-PVD YSZ columns. The small and dense columns are similar to a lotus leaf-like structure, which could reduce the wettability of CMAS and minimize the spread area between the coating and the CMAS melt. Thus, the CMAS corrosion resistance of the coating can be greatly improved. This preparation process also provides a reference for the preparation of other TBC materials, improving the resistance to CMAS hot corrosion.