The present disclosure relates to a polycrystalline diamond compact (PDC) including a gradient interfacial layer between a thermally stable diamond (TSP) table and a base, such as a substrate or an earth-boring drill bit body. The gradient interfacial layer has a gradient of coefficients of thermal expansion between that of the diamond and the base. The disclosure also relates to methods of forming a gradient interfacial layer and a PDC containing such a layer.