The effects of structural design on the thermal durability and fracture behavior of Yb-Gd-Y-based thermal barrier coatings (TBCs) were investigated through thermal cyclic exposure tests, such as furnace cyclic thermal fatigue (FCTF) and jet engine thermal shock (JETS) tests. The effects of composition in the bond coat and feedstock purity for the buffer layer on its lifetime performance were also examined. To overcome the drawbacks of Yb-Gd-Y-based material with inferior thermal durability due to poor mechanical properties and low coefficient of thermal expansion, a buffer layer was introduced in the Yb-Gd-Y-based TBC systems. In FCTF tests, the TBCs with the buffer layer showed a longer lifetime performance than those without the buffer layer, showing the longest thermal durability in the TBC with the Co-Ni-based bond coat and the buffer layer of regular purity. In JETS tests, the TBC with the Ni-based bond coat and the buffer layer of high purity showed a sound condition after 2000 cycles, showing better thermal durability for TBC with the Co-Ni-based bond coat rather than that with the Ni-based bond coat in the single layer coating without the buffer layer. The buffer layer effectively enhanced the thermal durability in slow temperature change (in the FCTF test), while the bond-coat composition and the feedstock purity for the buffer layer were found to be important factor to improve the thermal durability of the TBC in fast temperature change (in the JEET test). Finally, these research findings allow us to control the structure, composition, and feedstock purity in TBC system for improving the thermal durability in cyclic thermal environments.