This paper aims to perform the long time heating thermal cycle tests, taking into consideration the operation conditions for functionally graded thermal coating and the conventional thermal barrier coating. Thermal barrier coating essentially has the problem of generating thermal stresses resulting from a difference of the heat expansion coefficients of ceramics and metallic parts, and this leads a singularity of the thermal stress at the interface. Evaluation of the metal oxidation by elemental analysis was conducted with a view to examining in detail the thermal cycle damage characteristics of functionally graded material (FGM) coating. In vacuum environment, thermal cycle damage of the FGM specimen was slight, and these specimens are superior to the NFGM specimen. Comparison of the results for the FGM and NFGM specimens in vacuum environment, where there was no influence of oxidation, reveals that the tendency for damage of the FGM specimens is lower. Paper includes a German-language abstract.