This paper describes recent progress on research into improving the thermal cycling behavior of thermal barrier coatings. Commercially available NiCrAlY powder was mechanically cryomilled and low pressure plasma sprayed (LPPS) onto a Ni-based alloy. An yttria stabilized zirconia (YSZ) topcoat layer was applied over the NiCrAlY coating using air plasma spray (APS) to produce the thermal barrier coating (TBC) systems. Thermal cycling tests were conducted in a high temperature furnace at 1121^oC with a 50 min. holding temperature followed by a 10 min. air cooling period. The TBC system with bond coats made from cryomilled powder showed a significant increase in thermal cycling life (1123 ± 43 cycles) when compared to that of the TBC system with bond coat made from commercial/as-received powder (446 ± 15 cycles). Extensive TEM analysis was used to investigate the microstructure of the coating and the interfaces bond coat/TGO/YSZ. Creep studies on bulk NiCrAlY samples with similar microstructure presented in the bond coat were also conducted. The high temperature creep behavior of the conventional and cryomilled NiCrAlY was used to rationalize the improved thermal cycling life of the TBC system with bond coats made from cryomilled powder.