In this study an innovative peg-nail structured laser modification was carried out double-ceramic-layer thermal barrier coating (DCL-TBCs) by a pulsed Nd:YAG laser which were fabricated by a NiCoCrAlYTa bond coat and two ceramic top coat (YSZ and La2Ce2O7, LC) sprayed by air plasma spraying. Results indicate that the roughness of the laser modified surface has significantly improved, compared with as-sprayed coatings. The completely recrystallization can be found in the peg-nail structured laser modified unit, including a fully dense columnar microstructure. Due to the peg-nail structured laser modification which generated re-melting and resolidificating at the whole LC coat and partial YSZ coat, can greatly improve the interface bonding property and the bonding strength, the peg-nail structured laser modified samples have better spallation or delamination resistance than the normal as-sprayed DCL-TBCs.