ZrO2-4mol% Y2O3 coatings on zirconia substrate were deposited by EB-PVD. Influence of the coating thickness on thermal conductivity and thermal diffusivity of coated samples is examined. The fractured surface of the coated samples reveals a columnar microstructure consisting of feather-like structure. We have adopted a laser flash method for thermal diffusivity and specific heat capacity of coated samples. It was found that the thermal conductivity of the coating layers was strongly dependent on coating thickness. The thermal conductivity of coating layers shows increasing tendency with increasing the coating thickness.