Thin hard coatings deposited by chemical vapour deposition (CVD) techniques on to various substrate materials lead to considerable improvement in the tribological and corrosion behaviour of coated components, provided that suitable residual stresses are present. The distinction between deposition induced intrinsic and thermally induced residual stresses in coated parts is well accepted. Thermal stresses were introduced into the coating–substrate compound upon cooling to room temperature from the high temperatures applied in CVD processes. The resulting residual stress states, which affect the mechanical and tribological behaviour of the coatings, are attributed to the different thermal expansion coefficients of substrate materials and hard coatings. The calculation of residual stresses in CVD hard coatings often differs from the experimentally examined stresses measured by X-ray diffraction. The development of residual stresses in steel substrates coated with CVD TiCN was studied in situ while heating specimens from 21 up to 800°C, with subsequent cooling to room temperature. The measurements clearly show non-linear behaviour in the development of residual stresses in the substrate resulting from plastic deformation.