CM186 SX is a second generation Rhenium (Re) containing single crystal nickel-base superalloy, which exhibits improved creep and oxidation performance compared with its first generation counterparts. In this paper, the thermomechanical (TMF) response of coated and uncoated <001> single crystal nickel-base superalloy, CM186 SX is presented. In-phase (IP) and Out-of-Phase (OP) cycles were examined using coated and uncoated hollow dumbbell test pieces. Linear heating and cooling with a temperature rate of 6°C/s between 350 and 950°C was applied. The tests were mechanical strain controlled with strain ranges between 0.5 to 1.0%. Detailed examination of the experimental results revealed that variations in wall thickness of the hollow test pieces played a significant role in the set-up of the experiments and interpretation of the results. Finite element analysis was also performed to investigate the influence of the variation in wall thickness and its relevance to the experimental results. Overall, the results showed that the coating reduced the TMF life, particularly for OP cycles. Brittle cracking of the coating, especially at low temperatures, occurred at low strains. For the IP cycle the coating appeared to have less of an influence on life than for OP cycles. The results are compared with those from an earlier program using solid rectangular test pieces.