Turbine blades are working under complex thermal gradient mechanical loading conditions. In the present study, a nickel-based single-crystal superalloy CMSX-4 is experimentally and computationally investigated under the thermo-mechanical fatigue (TMF) and thermal gradient mechanical fatigue (TGMF) loading conditions of the in-phase and out-of-phase thermal-mechanical angel. The fatigue life of TGMF with and without the thermal barrier coating was studied. It was confirmed that the lifetime of TGMF is affected by the temperature gradient significantly and substantially differs from conventional isothermal high temperature fatigue and thermo-mechanical fatigue. Since conventional fatigue models fail to characterize the TGMF, a modified model considers temperature gradient effects and thermal-mechanical phase angle and can describe the TGMF lifetime of the single-crystal superalloy reasonably.