The millisecond laser and ultrafast laser were used to process gas film holes on the superalloy with thermal barrier coatings (TBC). The thermal cycle test was carried out on the hole-making sample. The effects of two pulsed lasers on the morphology of the thermal barrier coating and the hole wall of the metal matrix were compared and studied. The changes of the micro-hole morphology before and after thermal cycling were analyzed. The results showed that: When millisecond laser was used to make holes on the superalloy sample with thermal barrier coating, the ceramic coating at the edge of the holes would lose lumps, the bonding layer and metal matrix would produce recast layer. When using picosecond laser to make holes, there was no obvious change of the structure either near or away from the hole edge, and there was no recast layer or microcrack formation in the ceramic coating, bonding layer and metal matrix. After the hole-making sample was thermally cycled 450 times, there was no obvious change in the structure of the ceramic coating around the hole. The bonding layer at the edge of the hole and the organization far away from the edge of the hole changed significantly. The thickness of the recast layer of metal matrix at the edge of the hole produced by millisecond laser increased, and the metal matrix layer at the edge of the hole produced by picosecond laser also had a diffusion area which was different from the structure away from the edge of the hole. After millisecond laser hole-making sample was thermal cycled, the TGO layer between the hole edge bonding layer and the ceramic coating appeared micro-cracks. However, there was no micro-crack between the bonding layer and the ceramic coating at the edge of the hole produced by picosecond laser after thermal cycling.