The stiffness and thermal conductivity of thermal barrier coatings (TBCs) are inevitably changed by healing up of intersplat pores and intra-splat cracks during high temperature exposure, which results in less compliance and thermal insulating performance. However most publications on sintering of plasma sprayed TBCs are based on free-standing coatings, which ignore residual stress and the stress produced by the mismatch of thermal expansion coefficient between substrate and ceramic top coatings. In this paper, individual splat of YSZ and YSZ coatings have been sprayed on substrate of YSZ and Ni-based superalloy. Evolution of healing and morphology of 2D cracks and some properties, such as hardness and thermal conductivity, have been revealed during thermal exposure. Results showed that, during heating stage, the shear stress coming from substrate caused some tearing of bonding area tips and narrowing of inter-splat pores. Some recoverable and unrecoverable widening on intra-splat cracks occurred also due to shear stress. During annealing stage, compared with free-standing coating, the surface hardness of the coating deposited onto the Ni-based superalloy showed enhanced increasing due to the faster healing of inter-splat pores by narrowing down, and the hardness in cross-section presented retarding increasing due to the widening of cracks in out-plane direction leading to slower healing. The case of YSZ substrate fell between free-standing case and Ni-based superalloy. This would benefit the further in-depth understanding of the thermal cycling failure mechanism of plasma sprayed TBCs.