A diffusion heat treatment process for YBa₂Cu₃O_7-y bulk superconductor in a Gd₂O₃ powder was attempted. As a result of measuring the critical temperature of the superconducting bulk, there was no change in the superconducting transition temperature as the Gd particles diffused into the YBa₂Cu₃O_7-y lattice, resulting in dense microstructure. As a result of measuring the critical current, the critical current density (Jc) of the superconducting bulk having treated by the Gd thermal diffusion treatment at 0 T increased to 3×10⁴ A/㎠ at 0 T, which was higher than that of the superconducting bulk without thermal diffusion treatment. The surface magnetic force of the superconducting bulk with Gd thermal diffusion treatment was observed at the center of the superconducting bulk with the maximum trapped magnetic force (Hmax) of 1.51 kG. This result means that the Gd thermal diffusion treatment contributes to improving the critical current density Jc of YBa₂Cu₃O_7-y, and it is believed that Gd particles migrating into the superconducting bulk through thermal diffusion either fill the surface pores of YBa₂Cu₃O_7-y superconductors or act as a flux pinning center.