Aiming at the thickness estimating problem of thermal barrier coatings during preparation, the transient thermal response spectrum of NiCrAlY coating on nickel-based superalloy was researched through numerical simulation method. Further more, the phase spectra of original thermal waves with different coating thickness was analysed, which suggested that the phase value and coating thickness comply with linear relationship in a special range of frequency. But the absolute phase D-value is too little to evaluate coating thickness in engineering application. So a method of wavelet decomposition was proposed to increase the phase D-value between different coating thickness, the 2nd level details coefficient was employed for thermal wave reconstruction, and the phase D-value of reconstructed thermal wave increase about more than 500 times, which is extremely conducive to raise the accuracy rate in coating thickness estimation. At last, the analog result was confirmed by experimental test.