Ceramics-based thermal barrier coatings are used as heat and wear shields of blades of gas turbine. There are strong needs to evaluate thermophysical properties of coatings, such as thermal conductivity, thermal diffusivity and heat capacity of them. Since coatings are attached on substrates, it is not easy to measure these properties separately. In order to evaluate the thermal diffusivity of coating attached on substrate, we have tried to apply the multi-layer model based on the response function method and established a procedure for the measurement by the laser flash method. We verified the procedure by the measurements from room temperature to about 1000 K for two-layer ceramics sample prepared by the doctor blade tape casting method. The thermally sprayed CoNiCrAlY coating on the SUS304 substrate was also used for verification. The thermal diffusivity of coating attached on substrate approximately agreed with that of the single-layer coating removed from substrate. In the case of the ceramics sample, the thermal diffusivity of the coating including the interfacial thermal resistance determined within about 20 % uncertainty. We compared the laser flash measurement signals of the samples prepared by the thermal spraying with variant thickness and found the difference among them. It was found that the procedure has enough resolution to detect the heat shield effect caused by the change with about 200 m in thickness. The result shows that the procedure and analysis were practically effective for the thermal diffusivity estimation of coating attached on the substrate without remove from substrate.