To obtain high gas turbine efficiency, a film cooling hole is introduced to prevent the destruction of thermal barrier coating systems (TBCs) due to hot gases. Furthermore, environmental calcium-magnesium-aluminum-silicate (CMAS) particulates plug the film cooling hole and infiltrate the TBCs to form a CMAS-rich layer, which results in phase transformations and significant modifications in the thermomechanical properties that impact the TBCs during cooling. This study aimed to establish a three-dimensional thermo-fluid-solid coupling TBCs model with film cooling holes and CMAS infiltration to analyze the temperature and residual stress distribution via simulations. For the interfacial stress around the cooling hole at the TC/BC interface, the film cooling holes alleviated the interfacial residual stress by 60% due to the reduction in temperature by 40%. In addition, CMAS infiltration intensified the interfacial residual stress via phase transformation. As a result of the influence of larger penetration depths and expansion rates of phase transformation, a significant increase in residual stress was observed. At the beginning of CMAS infiltration, the interfacial stress would be more dominated by the effect of infiltration depth. In addition, the failure due to interfacial normal and tangential stresses was more likely to be found at the infiltration zone near the cooling hole.