The purpose of this study is to evaluate the properties of the functional gradient thermal barrier coatings by plasma spray process. The evaluations of mechanical and thermal properties such as fatigue, oxidation and wear-resistance at high temperatures have been conducted. Furthermore, residual stress and bond strength have been evaluated. The range of thickness of coated layers was 550~600$mu extrm{m}$. The range of hardness of layers was 800~900 Hv and the porosity range of coatings was about 7 to 14%. The top coating layer of $ZrO_2$ in thermal barrier was composed of tetragonal structure after spraying. The coated layers of $ZrO_2$ on the Inconel substrate is the best resistance for thermal fatigue. Those coatings had the least compressive stress in comparison with other coatings. In high temperature oxidation test, the coatings on Inconel substrate was better than the coatings on SUS substrate. The bond strength of the concave type was greater than that of linear types and convex types coatings.