Thermal barrier coatings have been used to protect superalloys under extremely harsh conditions. The durability of TBCs with a NiCoCrAlY bond layer prepared via the air plasma spray process and an ultrathin dense layer prepared via magnetron sputtering was investigated under different corrosion conditions. This paper discusses the corrosion resistance improvement mechanism of TBCs with a dense layer produced by magnetron sputtering under corrosion conditions with environmental contaminants such as calcium–magnesium–aluminum–silicon oxide systems (CMAS) at 1300 °C and NaCl-Na2SO4-V2O5 (NV) at 900 °C. The corrosion results show that CMAS will react with the stabilizers of zirconium oxide, which will change the rate of the phase transition, as determined via X-ray diffraction tests. A thermal ablation test verified that TBCs with a dense layer have a better corrosion resistance and better thermal insulation properties. All results show that preparing TBCs with a dense layer via the magnetron sputtering method will be an efficient method to improve TBCs’ properties at high temperatures in the future.