The failure of thin film-substrate structure occurs mainly at the thin film or the interface. However, the characterizing and estimating methods of failure stress in thin film are neither uniform nor effective because there are some complex effects of such as size, interface and stress state on the failure behavior of thin film-substrate structure. Based on the scanning electron microscope (SEM) in-situ investigation on the failure models of the Cu thin film-substrate structure and the nano scratched testing results, the failure stresses in different thicknesses of the Cu film-substrate were characterized, which were compared and confirmed by other methods, such as Stoney formula and other empiric equations. These results indicate that the novel estimating method of failure stress in thin film based on the critical wavelength of surface unstable analysis is better than other methods. The main reason is that the novel estimating method of failure stress in meso thickness film fully considered the effect factors of free surface unstable behavior and elastic anisotropy of thin film. Therefore, the novel estimating method of failure stress assists people to understand the critical interfacial strength and to set up the failure criterion of thin film-substrate structure.film-substrate structure, failure stress, interfacial strength, in-situ observation, nano scratch test