Ceramic layers were deposited on Al-xCu (x = 1, 3, and 4.5 wt-%) alloys by micro-arc oxidation (MAO) at oxidation times of 10 and 24 min. Effects of changes in electrical conductivity (EC) and thermal conductivity (TC) of the substrate on microstructure, phase composition, residual stress (RS), and thermal shock resistance (TSR) of the layers were studied. The low EC was not conducive to the formation of α-Al 2 O 3 at the 10 min oxidation. The low TC contributed to the increasing coating thickness and residual compressive stress (RCS) formation. Coatings on the alloy with 1 wt-% Cu exhibited residual tensile stress (RTS). The cavity formation induced by Al 2 Cu phase affected the current and RS. The results of thermal shock tests showed that the high TC and RTS in the ceramic layers impaired the TSR. The RCS together with the high TC caused the significant cohesive failure.