Making shaped film holes in hot section’s components of aero-turbine can improve cooling efficiency remarkably. The paper briefly describes the technical way of making shaped hole by 2 – 3 ps laser and presents high quality shaped holes made by this way after optimizing processing technical parameters in single crystal super alloy with thermal barrier coatings. Based on optimized ps laser making hole technology, flat specimens in which round holes or forward leaning fan-shaped holes have been made were used to do high cycle tensile fatigue test and high cycle vibration fatigue test at high temperature condition; turbine blades in which only round holes have been made and turbine blades also including forward leaning fan-shaped holes or swallowtail shaped holes were used to do cooling effect test. The results show that the fatigue strength of flat specimens with shaped holes is better and the cooling effect of turbine blades with shaped holes is also better, the cooling efficiency of turbine blade with forward leaning fan-shaped holes is higher than that of turbine blade with swallowtail shaped holes.