In this article,two layer and three layer TBCs were deposited by electron beam physical vapor deposition(EB-PVD) on the Ni-based superalloy (N5) . Thermal shocktest of the coatings was carried out by heating the coating from room temperature to 1100℃ for 5 min, followed by water quenching. After the microstructural characterization was analysed by SEM, EDS and XRD, the result showed that the mixture layer, composite by NiCrAlY and YSZ, can retard the growth of TGO layer and reduce the inter-stress between bond coating and top coating. Both of them improved the thermal math performance of three layers TBCs.