The work aims to study the effects of thickness variation on the structure, mechanical properties and thermal shock resistance of 8YSZ thermal barrier coatings. NiCoCrAlTaY bond coatings and 8YSZ ceramic coatings with thickness of 500 μm, 1.0 mm and 1.5 mm were prepared by high velocity oxy-fuel spraying technology and atmospheric plasma spraying technology respectively. The morphologies and phase compositions of the sprayed powders and coatings were characterized by scanning electron microscope (SEM), optical microscope and X-ray diffraction (XRD). The hardness and bonding strength of the coatings were measured by micro-hardness tester and universal material testing machine. Finally, the thermal shock resistance of the coatings was tested by water quenching method. The 8YSZ coatings with different thickness basically consisted of non-equilibrium tetragonal phase (t′-YSZ) and exhibited a distinct layered structure on the fracture surface. As the thickness increased, obvious reticular longitudinal cracks and edge interface cracks gradually appeared in the coating. The micro-hardness of surface and cross section had no obvious change with increasing thickness. Meanwhile, the micro-hardness of prepared coating was uniform over the entire section of the coatings. The bonding strength decreased significantly as the thickness of the coating increased. In the thermal shock tests, all these three coatings failed in the form of interface cracking. Besides, the thermal shock lifetime of the coatings became shorter as the thickness increased. The thickness variation has important effects on the microstructure, bonding strength and thermal shock resistance of the 8YSZ thermal barrier coatings while phase composition and micro-hardness are independent on thickness.