The work aims to research the influence factors of different structural parameters on residual stress of Mo/8YSZ thermal barrier coating system, the functional gradient thermal barrier coating of Mo/8YSZ was designed, and the numerical model of Mo/8YSZ functional gradient thermal barrier coating with plasma spraying was established by using ANSYS finite element software, in which the variation of thermal and physical properties of materials with temperature was considered, and the influence of the thickness of bonding layer, transition layer and ceramic layer on the residual stress of Mo/8YSZ functionally graded thermal barrier coating was studied. The results show that with the increase of radial distance, the residual stress at the interface between the bonding layer and the ceramic layer gradually changes from compressive stress to tensile stress, and at the edge of the coating, the radial residual tensile stress reaches the maximum value. At the same position within the path range of 0~12 mm, with the increase of ceramic layer thickness, the axial residual stress at the interface position of bonding layer and ceramic layer has no obvious change, and the value of axial residual stress is almost 0. At the same position within the path range of 6~12.5 mm, the shear residual stress gradually increases with the increase of ceramic layer thickness. At the interface edge of the substrate and bonding layer, there is a greater stress mutation at 0.5 mm than at other positions. When the ratio of thickness parameters between bond layer and ceramic layer is controlled at 4∶10~4∶13, the coating has the lowest thermal mismatch. When the thickness ratio of transition layer to ceramic layer is controlled at 1∶4, the coating has the lowest thermal mismatch. When the transition layer of functionally gradient thermal barrier coating is composed of 50%Mo and 50%8YSZ, the thickness ratio of bonding layer, transition layer and ceramic layer is controlled at 16∶10∶40~16∶13∶52, and the coating has the lowest thermal mismatch. By designing the functional gradient thermal barrier coating and reasonably regulating the structural parameters of the thermal barrier coating system, the residual stress and stress mutation of spraying components can be further reduced and the bonding strength between the substrate and the coating can be improved.