Tungsten coatings have been deposited on steel substrates by magnetron sputtering. For the same processing conditions, the increase of the coating thickness enhances the (111) component of the crystallographic texture whereas the residual stress level decreases. Tensile and four-point bending tests, associated with an acoustic emission analysis, have been performed inside a SEM chamber in order to study the cracking mechanisms. When the residual stresses are taken into account, an intrinsic critical cracking stress and the associated energy release rate can be determined; the obtained values suggest an intergranular cracking mechanism. No debonding has been observed at the interface despite the large plastic deformation of the substrate at the crack tips. The observed strain localisation modes in the substrate near the interface have been shown to have a major influence on the limit crack density.