NiCoCrAlY coatings strengthened by different content of nano-Al2O3p, using crosscurrent CO2 laser, were prepared on Ni-based superalloy substrates, and thermal shock behaviors of these coatings were investigated by cycling between 1050°C and room temperature (forced water quenching).The results show that the thermal shock resistances of nano-Al2O3p-added coatings are definitely better than that without adding nano-Al2O3p. Among the nano-Al2O3p-added coatings, the coating added with 0.5wt% nano-Al2O3p performs best. After 10 thermal shock cycles, the spalled and spalling area in the oxide scale of the no-nano-Al2O3p coating reaches up to 27.7%, and the main failure form of the oxide scale is an expanding unit-spalling type in thermal shock cycles. While the area in the oxide scale of nano-Al2O3p-added coatings is only 10%~60% to the no-nano-Al2O3p one, and the failure of these oxide scales is mainly in the form of unit-spalling type. After 100 thermal shock cycles, many cracks turn up in the cross-section of the no-nano-Al2O3p coating, including propagating crack and internal crack. While no internal crack appeared in nano-Al2O3p-added coatings, and the propagating cracks are smaller than no-nano-Al2O3p one.