Thermal barrier coating systems are often subjected to complex thermo-mechanical loading involving a combination of mechanical stresses under complex thermal gradients, in addition to the contribution of oxidation to the damage processes. Recently, a thermal-barrier coating bond-coatless system has been developed using prior-surface treatments. Atmospheric plasma spray (APS) Yttria-Stabilized-Zirconia (YSZ) is deposited on the AM1 nickel-based single crystalline superalloy substrate. The substrate has been either grit-blasted or laser textured before thermal spraying. The durability of these systems are investigated performing out-of-phase load controlled thermo-mechanical fatigue (TMF) tests in the 500–1100 °C and 120–700 MPa temperature and stress ranges. The contribution of a prior thermal over-aging of 200 h at 1100 °C has also been investigated. The damage mechanisms during out-of-phase TMF of the different TBC bond-coat-less systems have been studied and compared to the ones obtained during isothermal creep at 1100 °C/120 MPa. It is shown that a prior thermal over-aging favors cycling ratcheting during TMF cycling due to the degradation of the substrate microstructure. In addition, the coating damage mechanisms are observed to depend on the prior-surface treatment and thermal over-aging. Cracks perpendicular to the interface in the top coat have been observed whatever the specimens and microstructural state. Top coats are debonded for grit-blasted substrates while crack bifurcation above key holes is observed for laser textured substrates, leading to a better top coat TMF durability.