The gas turbine combustion chamber of aero-engines requires a thermal barrier coating (TBC) by thermal spraying. Further heat protection is achieved by laser drilling of cooling holes. The residual stresses play an important role in the mechanical behaviour of TBC. It could also affect the TBC response to delamination during laser drilling. In this work, studies of the cracking behaviour after laser drilling and residual stress distribution have been achieved for different bond coats by plasma spray or cold spray. From interface crack length measured pulse-by-pulse after laser percussion drilling at 20° angle, the role of the various bond coats on crack initiation and propagation are investigated. It is shown that the bond coat drastically influences the cracking behaviour. The residual stresses profiles were also determined by the incremental hole-drilling method involving speckle interferometry. An original method was also developed to measure the residual stress profiles around a pre-drilled zone with a laser beam at 90°. The results are discussed to highlight the influence of TBCs interfaces on the resulting residual stresses distribution before laser drilling, and also to investigate the modification around the hole after laser drilling. It is shown that laser drilling could affect the residual stress state.