The paper aims to prepare gadolinium zirconate thermal barrier coatings (TBCs) with perfect columnar structure and excellent mechanical properties by plasma spraying-physical vapor deposition (PS-PVD). Using nano agglomerated 8YSZ, Gd2Zr2O7 (GZO) and (Gd0.9Yb0.1)2Zr2O7 (GYbZ) powders as raw materials, GZO single ceramic layer (SCL), GZO/YSZ double ceramic layer (DCL) and GYbZ/YSZ DCL were prepared respectively on Ni-based superalloys by PS-PVD. The phase composition and microstructure of TBCs were characterized by X-ray diffraction (XRD), scanning electron microscopy (SEM) and energy dispersive spectroscopy (EDS). The mechanical properties of TBCs were tested by nano indentation tester and the bonding strength was tested by electronic universal testing machine. The results indicated that both GZO coating and GYbZ coating were defective fluorite phase and presented typical featherlike columnar structure, besides, there were many unmelted particles in the column crystal gap due to the liquid deposition. In the DCL system, the growth of GZO layer was along the growth direction of YSZ layer, but there was an obvious interface in element distribution between the two layers. For the thermal expansion mismatch between the GZO coating and bonding coating as well as the low fracture toughness of GZO materials, the GZO SCL peeled off in the preparation process. The GZO-DCL had no spalling but there were many microcracks inside, which indicated that YSZ coating could alleviate the thermal expansion mismatch between the GZO layer and bonding coating. Furthermore, no crack was found in Yb doped GZO (GYbZ)coating, because toughness of the GZO coating could be improved by doping Yb into GZO material. Besides, compared with GZO coating, Yb doped GZO(GYbZ)coating showed higher hardness (5.4 GPa), higher Young’s modulus (111.6 GPa), and higher tensile strength (41.3 MPa). In the tensile test, the fracture occurred in the GYbZ layer, indicating that the poor fracture toughness of GYbZ material is still the main reason for coating failure.