Thermal barrier coatings (TBCs) with the ceramic coats of hollow spherical ZrO2-8%Y2O3 powder (HSP-YSZ) were obtained on Ni-base superalloy by detonation gun (D-gun) spraying. Thermal shock cyclic tests were performed by holding samples at 1100 degrees C for 10 min and then water quenching to room temperature repeatedly. The D-gun sprayed TBCs didn't fail up to 300 cycles and exhibited excellent resistance to thermal shock. Failure mechanism of D-gun sprayed TBCs subjected to thermal shock cycling was discussed.