To improve the deposit (the main components are CaO, MgO, Al₂O₃, and SiO₂, together referred to as CMAS) corrosion resistance of thermal barrier coatings (TBCs), the filtered cathodic vacuum arc (FCVA) technique was adopted to prepare a dense Al₂O₃ coating on the surface of TBCs. The wetting behavior and CMAS corrosion resistance of Al₂O₃-modified TBCs and as-deposited TBCs were compared and analyzed. Results show that the preparation of Al₂O₃ coating by FCVA technique has no obvious influence on the structure of 7wt% yttria-stabilized zirconia (7YSZ) phase. Besides, the Al₂O₃-modified TBCs have better comprehensive performance compared with the as-deposited TBCs. Under the CMAS corrosion at 1250 °C, the Al₂O₃ coating effectively restricts the spread of molten CMAS on TBC surface. In addition, the Al₂O₃ coating fills the gaps between 7YSZ columnar crystals and hinders the infiltration of molten CMAS. It is proved that FCVA method is appropriate to Al₂O₃ coating preparation in order to improve the CMAS corrosion resistance of TBCs, and the Al₂O₃ coating and its preparation do not have negative influence on the thermal shock performance of TBCs.