Residual stresses are determined by different materials and processing parameters so that it is hard to systematically carry on the experimental testing, and it also spends a plenty of time and running costs. Therefore, it is necessary to estimate the residual stresses by mathematical techniques. In this paper, a mathematical method is proposed, and the calculating results are compared with the testing results of alumina and W coatings on various matrixes (process: plasma spraying) that are highly consistent. The calculating results show that the thermal expansion coefficient, substrate preheating temperature and thickness of coating have significant effects on the residual stresses.