Particle erosion induced by foreign object damage (FOD) is an important factor that restricts the working life of thermal barrier coatings (TBCs). A dense α-Al₂O₃ overlay was prepared by magnetron sputtering and vacuum treatment on the surface of 7YSZ TBCs sprayed by plasma spray-physical vapor deposition (PS-PVD) to improve the erosion resistance of the TBCs. The FOD behavior of the TBCs was systematically studied and the interface of α-Al₂O₃/c-ZrO₂ was investigated by first principles calculations. The experimental results show that the erosion rates of the PS-PVD, atmospheric plasma spraying (APS), and electron beam-physical vapor deposition (EB-PVD) TBCs were 324, 248, and 139 μg/g, respectively, while the erosion rate of the Al₂O₃-modified PS-PVD TBCs was reduced to 199 μg/g. In addition, the highest interface adhesive energy of 3.88 J/m² observed in the top configuration model of Al₂O₃/ZrO₂-O is much higher than that of ZrO₂/Ni (2.011 J/m²), which results in improved interface bonding performance.