Four Coating schemes and two substrate materials are designed to evaluate the characteristics of the ceramic/metal gradient thermal barrier coating. The gradient coating is successfully prepared by plasma spray with single torch and single feeder. The coating performance is evaluated by observing microstructure, measuring thermal shock resistance and thermal residual stress. The coating microstructure is observed by scanning electron microscope (SEM). Diffractive peaks for the gradient coating are got at different zone by X-ray spectroscopy (XRS). The thermal shock experiment shows that the thermal shock resistance property of the gradient coating is better than that of the non-gradient coating. The measurements of thermal residual stresses in different coating schemes are carried out by hole-drilling method, the results show that compressional stress presents on 1Cr18Ni9Ti substrate and tensile stress presents on 2Cr13 substrate.