Three types of thermal barrier coatings (TBCs), YSZ, LZC/YSZ and GZO/YSZ, were deposited by EB-PVD. These coating systems were then subjected to thermal shock-CMAS corrosion testing using a high-temperature gas spray gun. The results demonstrate that the double-layer thermal barrier coatings exhibit excellent resistance to thermal shock-CMAS corrosion. Microstructural analysis revealed that the LZC/YSZ coating mitigated thermal damage owing to the formation of a sealing layer at the CMAS/LZC interface through high-temperature chemical interactions with CMAS. Compared to LZC/YSZ, the GZO/YSZ coatings showed greater resistance to CMAS-induced damage, which was associated with lower theoretical optical basicity values. This research provides valuable insights into the coupled thermal shock-CMAS corrosion failure mechanisms of TBCs on turbine blades and paves the way for new system-safe applications of TBCs.