In this study, a double-layer thermal barrier coating was designed and deposited by an electron beam physical vapor deposition technique. The microstructure was controlled by using different target ingots during the electron beam physical vapor deposition process. The double layer coating consists of Gd₂Zr₂O₇ for the top layer and YSZ for the bottom layer. The microstructure, hardness, and thermal shock properties of the double layer deposited using a single-ingot process were compared with the results obtained with the two-ingot process. The single-ingot process involves forming the Gd₂Zr₂O₇/YSZ double layer using a single YSZ/Gd₂Zr₂O₇ double-layered ingot. The two-ingot process involves coating with each of the YSZ and Gd₂Zr₂O₇ ingots. While the XRD results indicated that the same pyrochlore-fluorite structures are formed in those ingots, differences in the microstructure and composition were observed by FE-SEM and EDS analyses. These differences influence the hardness and thermal shock resistance of the coating. The results indicate that the finer singular columns produced by the two-ingot process do not improve the hardness, but delay the delamination of the top layer during thermal shock tests due to residual compressive stress and strain tolerance.