Double-ceramic-layer (DCL) thermal barrier coatings (TBCs) are one of development directions of novel TBCs. Plasma spraying technology and electron beam-physical vapor deposition technology are the commonly used technologies to prepare DCL TBCs, but the inherent defects of the two technologies restrict the performances of DCL TBCs. With high efficiency and the ability of nonline-of-sight depositing, PS-PVD technology can accurately adjust and control the microstructure of TBCs, thus having great application potentials. DCL coatings could be prepared by ZrO2 doped by rare earth oxide, A2B2O7-type pyrochlore and fluorite, yttrium aluminium garnet, rare earth phosphates of monazite structure, and aluminium oxide as top coating and zirconia stabilized by 6wt.%~8wt.% Y2O3 as bottom coating, thus reducing the thermal conductivity effectively, improving the resistance to molten salt hot corrosion largely, increasing the thermal resistance, etc. For example, YSZ/CeO2 and TiO2 co-stabilized ZrO2 DCL TBCs could improve thermal barrier effect substantially, La2(Zr0.7Ce0.3)2O7 could effectively increase the service life of TBCs, yttrium aluminium garnet could obstruct oxygen infiltration and prevent oxidation of metals in bond coating, GdPO4 could react with Na2SO4+V2O5 and form dense reation layer to inhibit permeation of molten salts and nano-structured Al2O3 could form compact structure to enhance hot corrosion resistance and high temperature oxidation resistance. However, the performances were still restricted by lower coefficient of thermal expansion and poor fracture toughness. For this, some proposals to improve thermal barrier performaces and service life of DCL TBCs, such as combining with nanotechnology and PS-PVD technology, modifying thermophysical properties of such new materials as rare earth zirconate by doping, inducing new materials (e.g. tantalate) with low thermal conductivity, strong fracture toughness, and good resistance to oxygen transmission, were put forward.