With the development of industry, the operating temperature of aero engines and gas turbines continues to increase; developing thermal barrier coatings (TBCs) with superior resistance to CaO-MgO-Al₂O₃-SiO₂ (CMAS) corrosion has become a prominent research focus. In this study, atmospheric plasma spraying (APS) was used to prepare yttria-stabilized zirconia (YSZ), nanostructured yttria-stabilized zirconia (n-YSZ), and Gd-Yb-Y-stabilized zirconia (GYYSZ) coatings. The effects of CMAS exposure on the microstructure, chemical composition, phase transition, and microhardness of the coatings were investigated. Comparative analysis revealed that both phase transition and exfoliation occurred in corroded YSZ and n-YSZ coatings, with n-YSZ exhibiting more pronounced changes. In contrast, GYYSZ coatings remained stable without phase transition and exhibited a smaller increase in microhardness (270 HV0.3). Consequently, doping Gd/Yb/Y elements into ZrO₂ can improve the performance of TBCs.