Residual stress is an important factor in thermally sprayed deposits which affects both processing and performance. High stress can influence the structural integrity of sprayed parts and impair their function. Therefore, it is important to know the stress state, understand its origin and be able to control it. In this paper, three-dimensional digital image correlation as a non-destructive full-field optical measurement method is used to measure the strip curvature on thermal spray coatings given a NiCrCoAlY bonding layer and an yttria–stabilized zirconia (YSZ) layer on 304 stainless steel substrate as an example. The stress profile through thickness can be determined in each step of deposition by finite element method based on an inverse analysis and the stress interpretation of curvature. The individual contribution of quenching and thermal stresses to residual stress is analyzed from temperature evolution during post-deposition cooling. In addition, the multilayer progressing deposition and elastic–plastic model are used for the accurate predictions in the simulations.