This work is focused on the effect of the residual stresses resulting from the coating process and thermal cycling on the failure mechanisms within the thermal barrier coating (TBC) system. To reach this objective, we studied the effect of the substrate preheating and cooling rate on the coating process conditions. A new thermomechanical finite element model (FEM) considering a nonhomogeneous temperature distribution has been developed. In the results, we observed a critical stress corresponding to a low substrate temperature and high cooling rate during spraying of the top-coat material. Moreover, the analysis of the stress distribution after service shows that more critical stresses are obtained in the case where residual stresses are taken into account.