Ceramic powder Ba(Mg_1/3Ta_2/3)O₃ (BMT) was synthesized by the way of solid-phase synthesis method with the raw materials powder of BaCO₃、MgO、Ta₂O₅. BMT/YSZ coatings were prepared by atmospheric plasma spraying (APS). The phase composition and microstructure of the BMT powder and coatings were analyzed by XRD, SEM and optical microscope. The thermal shock resistance was evaluated by water quenching. The results show that the BMT powder with perovskite structure can be synthesized at 1450 ℃ for 4 h. The BMT powder reveals desirable phase stability. The BMT/YSZ coatings have a compact microstructure and higher binding strength between every coating. Spallation was observed within the BMT coatings after 9 cycle thermal shock testing from 1150 ℃to room temperature. Low fracture toughness of BMT and the precipitation of Ba₃Ta₅O₁₅ phase are the main reason for failure of BMT/YSZ coatings.