In order to search the more excellent thermal barrier coating materials, the monoclinic GdTaO₄ ceramics are synthesized by solid-phase reaction. The microstructure is analyzed. The results of first-principles calculations indicate that the Young’s modulus along [100] crystallographic orientation is triple as large as that along [010] and [001] crystallographic orientation. The measured thermal conductivity is 1.70 W.m_-1.K_-1at 800℃ in experiment, which is lower than the thermal conductivities of 7-8YSZ (2.37-2.47 W.m_-1.K_-1). The GdTaO₄ is a promising thermal barrier coating material.