8%Yttria-Stabilized Zirconia (8YSZ) and Alumina (Al2O3) coatings were deposited on silicon (100) and stainless steel AISI 304 substrates as single layers and [8YSZ/Al2O3](n) multilayer, via a multi-target r.f. (13.56 MHz) magnetron sputtering system, from 8mol% Y2O3-ZrO2 and aluminum (99.95%) targets under an Ar/O-2 atmosphere at 300 degrees C. The effect of the Al2O3/8YSZ bilayers number (n = 1, 10, 30, 50 and 70) on the thermal cyclic response was studied. For this test, the coatings were heated and cooled in air flux during 12 h by cycles of 10 min at 1000 degrees C. After this process, the oxide scale at the surface of the coatings was studied by digital image analysis, X-ray diffraction, Scanning Electron Microscopy, and Energy Dispersive X -Ray Spectroscopy. It was found a phase transformation from tetragonal to monoclinic ZrO2, deriving in a volume expansion, which caused the coatings cracks formation. Also, a reduction of superficial degradation from 80.6% (for n = 1 bilayer) to 0.3% (for n = 70 bilayers) was observed. Moreover, it was evidenced that the iron oxides formed at the uncoated substrates, decreased by the increment of bilayers number. The intensity of high-temperature oxidation of [8YSZ/Al2O3](n) coatings decreased with increasing the number of bilayers, which shows that O-2 ions diffusion, through defects or vacancies in the lattice structure, has been limited.