Millisecond laser and picosecond laser were used to drill in Ni-based single crystal alloy with thermal barrier coatings for processing film cooling holes. The morphology of the thermal barrier coating and the metal substrate processed by long pulse laser and ultrashort pulse laser has been studied. Results show that when the energy density generated by millisecond laser of λ=1064 nm is 2866 J/cm2, the process from the top coatings requires long time for melting and heat accumulation will be conducted to the alloy, and thus the heat affected zone appears in the form of molten pool. However, millisecond laser drilling from the metal surface avoids obvious heat affection, because there is enough time to accumulate heat to melt the ceramic coating but not affect the alloy. When the energy density of millisecond laser has been increased to 6369 J/cm2, the accumulation of heat in the coating is very rapid, the ceramic material is molten rapidly, so heat transmitted to the metal substrate is avoided, while there is ceramic chip is attached to the hole wall when the molten ceramic pass through the hole. The picosecond laser requires only energy density of 32 J/cm2 for ceramic coating processing. The process of picosecond laser trepanning drilling is that the material on the circumference of the hole is ablated until the hole is opened up, and the rest material of the hole falls out from the hole. The microcracks in the coating are generated by plasma impact force caused by picosecond laser processing. The preparation methods of TBCs cause the different directions of microcracks. The TBCs prepared by plasma spraying is a layered structure and the microcracks grow up along the direction parallel to the deposited layers. However, the EB-PVD coatings is columnar crystal structure, therefore microcracks appear in the gap of columnar crystals.