This paper presents some results of laser heating thermal shock tests performed on plasma-sprayed thermal barrier coatings. The coatings tested were single-layer ZrO2 (stabilized with 8% Y2O3), and functionally gradient materials (FGMs) which consisted of multi-layers with varying mixture ratios of ZrO2 and Ni-based superalloy (NiCrAlY). FGMs have recently been proposed as coating materials which aim at mitigating thermally induced stresses in the coating. The substrate was a stainless steel (SUS304), and its thickness was 3.4mm. A CO2 laser (maximum output=50W) was used for the thermal shock tests, where a laser beam with a preset spot size, duration and intensity was irradiated onto the coating surfaces. Concurrently with the laser experiments, acoustic-emission (AE) monitoring was carried out to detect the onset of the thermal shock fracture. In this investigation, critical laser power density at the onset of coating failure was defined in order to characterize the thermal shock resistance of the coatings. It was shown that the critical power density of the FGMs is significantly higher than that of the single-layer coating, indicating the effectiveness of the FGMs to reduce the thermal expansion mismatch stress. The single-layer coating was also subjected to thermal cycling using the laser method, either in the as-sprayed condition or after preoxidation treatment (1000°C, 10days in air). Two different fracture patterns were identified which led to coating spallation or exposure of the substrate; one is the extensive coalescence of vertical cracks, and the other the delamination growth. In paticular, the oxidation at the ceramicmetal interface was shown to control the thermal cycling life of the ceramic coating.