Effect of additive CeO 2 on thermal shock resistance of plasma sprayed ZrO 2 coating has been investigated using SEM, EPMA and thermal shock tests. As mass fraction of additive CeO 2 increases 0 to 9 0%, the lifetimes of fracture initiation and fracture failure increase 32 and 46 cycles to 76 and 105 cycles respectively. Net shaped microcracks well distributed in ZrO 2+9 0% CeO 2 coating resulted in decreasing stress and critical temperature of fracture initiation in coating, so the thermal shock resistance increases.