I drew a png image of size 2048x2048 in photoshop with blue background and the colour gradient is decreasing gradually from the top like this.
However it appears so rough if I attach it to a plane or a skybox in unity and edges appeared at the region of colour gradient change. Here is the screen capture of the imported image(attached to skybox) in unity.
I tried different import settings but the problem is still here. Is it related to the image exporting setting in PS?
The ‘banding’ that you see is a side-effect of the color depth being lower than the original, not Photoshop saving the image. As we can all clearly see, the first image you posted looks fine. You could change import settings, but then the image size will increase. Unfortuanly, for images with gradients, that’s about all you can do.
Set you import format to Truecolor if you want the gradient. Again, however, your image size will increase. Just keep this in mind, and design your game around possible package size and platform memory limitations.