In order to improve the thermal shock behavior of high temperature resistant coating on porous fibrous referactory insulations, the MoSi2-BaO-Al2O3-SiO2(MoSi2-BAS) gradient porous coatings were designed by preparing a dense surface layer and a porous bonding layer with the method of brushing and subsequent sintering at 1773 K. The porous bonding layer was obtained by adding polymethyl methacrylate (PMMA) as pore former. As the content of PMMA increases, the MoSi2-BAS coatings changed from a dense structure into a gradient porous structure. The interface bonding strength and thermal shock resistance of the MoSi2-BAS coatings were investigated. The result shows that the as-prepared coating with gradient porous structure exhibited excellent thermal shock resistance, which remained gradient structure without cracking after thermal cycling 100 times between 1773 K and room temperature. And the interface bonding strength of the gradient porous coating reached 1.5±0.08 Mpa, which was much better than that of the dense coating.