Molybdenum has many prominent properties, such as high melting point, good thermal properties, and low erosion rate and so on, which make it promising candidate materials for plasma facing materials in the next fusion reactor. In this paper, Molybdenum coatings were deposited onto the oxygen-free copper substrates by atmospheric plasma spraying. The spraying parameters had been carefully selected. Different interlayers were induced between the substrate and the coating. SEM and XRD were used to investigate the photographs and compositions of these coatings. The micro-hardness and bonding strength were also tested. Thermal behaviors of the coatings were evaluated by thermal shock tests. The coatings with interlayers showed better resistance of thermal shock but lower bonding strength compared to coatings that without interlayers.