Tungsten has been decided as the plasma facing material (PFM) for some high heat flux regions of the divertor in the International Thermo-Nuclear Experimental Reactors (ITER). In this paper, our efforts concentrated on the functionally gradient W/Cu coating fabricated on the oxygen free copper by atmosphere plasma spraying under the inert gases protection. The functionally gradient W/Cu coatings were designed to relieve the thermal stress during the spraying processes. For comparison, the tungsten coatings were also deposited directly onto the copper substrates by the same technology. XRD, SEM and EDS were applied to identify the phases, morphologies and compositions of these coatings. Tensile tests were performed to measure the bonding strength between the coatings and the substrates. Furthermore, water quenching and high heat loading experiments using a pulse laser beam were also carried out to estimate the thermal shock properties of these coatings.