Thermal barrier coatings (TBC) utilize the adiabatic and corrosion resistance of ceramic coatings to effectively protect the alloy matrix of hot components in aero or land-based gas turbines engines. However, the constant pursuit of higher operating temperatures can lead to degradation, delamination, and premature failure of surface coatings. To meet the needs of future advanced TBC systems, new ceramic materials must be developed. This paper reviews recent advances in ceramic materials for advanced thermal barrier coatings, including YSZ (Yttria partially stabilized zirconia), A₂B₂O₇–type compounds, rare earth tantalates, rare earth phosphates, high entropy rare earth ceramic materials, magnetite type hexa-aluminate oxides and self-healing materials with summarizing their properties and performance respectively, and the advantages and shortcomings of each material at the present stage of development. Finally, the development direction of thermal barrier coating materials is foreseen to provide guidance for the development of new barrier coatings.