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Numerical-based finite element investigation has been conducted to explain the effect of bond coat thickness on stress distribution in traditional and nanostructured yttria-stabilized zirconia (YSZ)-based thermal barrier coatings (TBC). Stress components have been determined to quantitatively analyze the mechanical response of both kinds of coatings under the thermal shock effect. It has been found that maximum radial tensile and compressive stresses that exist at thermally grown oxide (TGO)/bond coat interface and within TGO respectively decrease with an increase in bond coat thickness. Effect of bond coat thickness on axial tensile stresses is not significant. However, axial compressive stresses that exist at the edge of the specimen near bond coat/ substrate interface decrease appreciably with the increase in bond coat thickness. Residual stress profile as a function of bond coat thickness is further explained for comparative analysis of both coatings to draw some useful conclusions helpful in failure studies of TBCs.