In this study, two thermal barrier coatings based on YSZ were produced by using a commercially available agglomerated and sintered powder and a special spray powder prepared by high energy ball milling. Both thermal barrier coatings exhibited similar overall porosities, but significantly different microstructures. Application of the special spray powder prepared by high energy ball milling led to a microstructure with numerous inclusions of semi-molten agglomerates, which introduced a plethora of clusters of fine pores into the coating and several more microstructural defects. This microstructure resulted in a significantly better thermal shock behavior compared to the conventional thermal barrier coating. The heat treatment of both thermal barrier coatings at θ=1150 ℃ for t=100 h led to a sintering of both coatings. The results were reduced overall porosity and significantly increased fracture toughness. A correlation between the fracture toughness of both coatings after the heat treatment and the thermal shock life time could not be identified.