The effects of thermal fatigue conditions on the mechanical and contact damage behavior in thermal barrier coatings (TBCs) are investigated as functions of the bond coat thickness and the preparation method. Three kinds of TBCs with different thickness in the bond coat are prepared by two different methods of APS and HVOF. The static and cyclic thermal fatigues for the TBCs are conducted at temperatures of 950 and 1100 with different dwell times of 10 and 100 hr and 10 cycles at each temperature. Mechanical properties, hardness H and modulus E, in each condition and component are measured by nano-indentation. The contact damage behaviors are investigated by Hertzian indentation, including the cyclic fatigue behavior on the surface of the TBCs. The TGO formation is dependent on both temperature tested and time exposed, showing a similar effect with the cyclic thermal fatigues. The mechanical properties of the TBCs are increased due to the re-sintering of the top coating and the composition change of the bond coat during the thermal fatigues. The contact damage behaviors are affected by the thermal fatigue conditions and the fabrication method, independent of the bond coat thickness.