The CoNiCrAlY thermal barrier coating was prepared on the surface of TiAl alloy by plasma spraying technique. SEM observation shows that the bonding between thermal barrier coating and substrate is good. The surface hardness of TiAl alloy is improved, the microhardness of the coating surface is about 673HV after the oxidation test at 850°C. The oxidation tests at 850°C show that the oxidation resistance of the samples is improved remarkably. The surface morphology and microstructure of the thermal barrier coating are determined by SEM.