The thermal performance of multilayer PVD tungsten and molybdenum coatings on graphite was studied for the application of first wall in nuclear fusion devices. The coatings with a thickness of 5 μm and different numbers of W/Mo layer were prepared and a series of plasma thermal loads from 1.3 to 4.1 MWm-2 was applied. Microstructure changes caused by thermal loadings were analyzed. Scratch test was then conducted to quantify the changes in the adhesion. The microstructural analysis and scratch test results showed that the thermal performance of the coatings varied depending on the degree of heat loads and coating structure. A molybdenum interlayer improved the coating adhesion while the plasma heat resistance of the double-layer W/Mo coating was slightly better than the others.