In order to meet the requirement of long-term service of thermal barrier coatings (TBCs) in high temperature environment, the morphology evolution of coating/substrate interface and the laws of element diffusion of TBCs in thermal shock environment were studied in this paper. The thermal shock tests of TBCs was carried out by the quartz lamp heating platform. The microstructure and element distribution of the coating/substrate interface after thermal shock were analyzed by SEM and EDS, and the diffusion coefficient of Al element at the coating/substrate interface was calculated by Boltzmann-Matano diffusion model. The results show that the BC layer was mainly composed of β and γ phases, and the diffusion zone has appeared at the coating/substrate interface. With the thermal shock tests, the rapid consumption of Al element caused the gradient shift of Al element concentration between BC layer and substrate, and Al element began to diffuse outward. Some refractory elements enriched in the topologically close-packed (TCP) phase could be solidly dissolved into the substrate again. Finally, the distribution of all elements gradually uniform in the interface region. The diffusion coefficient of Al element was positive before the thermal shock tests and negative after 600 cycles. The maximum diffusion coefficient appears at the coating/substrate interface. And the greater the distance from the terface, the lower the diffusion coefficient.