Three NiCoCrAlY coatings strengthened by different contents of nano-SiCp (nanometric SiC particles)were prepared on Ni-based superalloy substrates using crosscurrent CO2 laser, and the thermal shock test of these coatings was conducted by cycling between 1050°C and room temperature (10-15°C). The spalled area in the oxide scale of coatings after 10 thermal shock cycles and the thermal shock cracks in the cross-section of coatings after 100 thermal shock cycles were investigated using SEM, OM, and other means. The results show that the thermal shock resistances of NiCoCrAlY coatings are improved after adding nano-SiCp. Among nano-SiCp-added coatings, the coating added with 1.0 wt% nano-SiCp performs best. After 10 thermal shock cycles, there is a slight spallation whose area is only 2.65% in the oxide scale of the coating; after 100 thermal shock cycles, no internal crack is observed in the cross-section, and the amount and size of propagating cracks are slight.