In this paper, the nanostructured zirconia thermal barrier coatings were prepared on GH3030 high temperature alloy surface by plasma spraying process. The nanostructured agglomerated ZrO2 feedstock was used as initial powders, and the NiCoCrAlY alloy as bond coating material. The relationship between bonding strength and spray current, secondary gas flow and spray distance were analyzed. The optimum parameters were acquired by orthogonal experimental design methods. The microstructures and phase structures of nanostructured zirconia thermal barrier coating were investigated thoroughly by SEM, TEM and X-Ray.