Three (Gd0.9Yb0.1)2Zr2O7/YSZ double ceramic layer (DCL) thermal barrier coatings (TBCs) with different microstructures were manufactured by electron-beam physical vapor deposition (EB-PVD). The thermal cycling behavior of the three TBCs was evaluated comparatively at 1150 ℃. The results showed that TBCs with small columnar grains exhibited the best thermal cycling performance among all the tested TBCs. The effect of microstructure on thermal cycling behavior, including crack evolution and failure mode was discussed. A finite element model tailored to the microstructural characteristics of the DCL coatings was established. Several in-plane stress concentration points appeared in the taller GYbZ column due to discontinuities in strain tolerance resulting from sudden structural or compositional changes. Analysis of the strain energy release rate variation for each concentration point suggested that the predicted delamination position and process aligned with experimental results.