In this paper, we proposed a non-destructive evaluation method combined digital image correlation (DIC) with acoustic emission (AE) techniques, which was used to in-situ monitor interface failure and internal damage of brittle coating/ductile substrate systems under different size scales by bending tests. Measurements of full/local field strain fields by DIC in the segmented coating clearly show typical heterogeneous failure process and successfully clarify several controversial assumptions introduced in theoretical models. AE results effectively reveal the damage evolution of cracking nucleation, propagation and coating spallation of the ceramic coating by combining wavelet transform with traditional parameter analysis under external loads. The conclusions show that there is a good relationship between digital image correlation and acoustic emission signals with the aid of test time during the coating failure, which can be applied to judge cracking formation and coating delamination, and to obtain the most important critical experimental data. As an example, several crucial mechanical properties of a thermal barrier coating system including fracture strength, fracture toughness and shear strength were determined.