The work aims to deeply understand the thermal shock behavior of plasma sprayed 8YSZ thermal barrier coating subjected to molten aluminum. Finite element numerical simulation was carried out by thermal-mechanical coupling method in transient temperature field and transient stress field when the plasma sprayed 8YSZ thermal barrier coating was immersed in molten aluminum，and effects of preheating temperature and thickness of top coat on stress distribution were studied. Through calculation of temperature field, the coating surface temperature reached up to a molten aluminum temperature as the coating was immersed into the molten aluminum for only 0.1 s. Temperature distribution in the coating changed gradually from exponential distributions to nearly linear distributions as the immersion time increased, but, the temperature gradient in the coating decreased as the immersion time increased. The stress in corresponding coating reached up to the maximum in a short time and the maximum stress decreased as the heating time increased. As preheating temperature of the coating increased, both the maximum axial stress and the maximum hoop stress in the top coat decreased, and effects of the preheating temperature on the axial stress became more obvious. As the top coat thickness increased, the axial stress and the hoop stress in the top coat increased accordingly, but all the stresses decreased in the bond coat (BC). The preheating treatment to thermal barrier coating can effectively reduce the thermal stress value in the coating. As the coating thickness increases, the stress in top coat and bond coat respectively increases and decreases and the effect of top coat thickness on stress in bond coat is more obvious.