A multi-layer composite cathode of LSM-YSZ was prepared on YSZ electrolyte disk by employing spray method, in order to improve the electrochemical and thermal cycle performance of the cathodes of solid oxide fuel cell (SOFC), avoid the reaction between La0.7Sr0.3MnO3-σ (LSM) and Yttria Stabilized Zirconia (YSZ) under of preparation and operation temperatures which may result in the forming of insulating phases and the degradation of the SOFC. From the electrolyte surface, the ratios of the LSM in the three layers are 40%, 70% and 100%, respectively. The thermal expansion coefficient of each layer increases with LSM content and approximately equal to that of YSZ electrolyte. The measurements results of polarization curves show that the multi-layer composite cathodes have better electrochemical performance and thermal-cycle stability compared with LSM cathodes.