The bending strength and fracture toughness are two key indicators that determine the service performance of thermally sprayed Fe-based amorphous coatings (AMCs) in harsh environments. Unfortunately, due to the inherent heterogeneous porosity and limited thickness (typically <1 mm) of the coatings, obtaining these properties is constrained by traditional fracture analysis methods. To address this, a three-point bending combined with the digital image correlation (DIC) method, without prefabricating notch or removing substrate, was proposed in the current work, and the effect of hierarchical structures on the fracture performance of the coatings was successfully revealed. Excitingly, the results show that compared to monolayer coating, hierarchical structures comprising two layers with different porosities can realize the synergistic improvement in the fracture strength and fracture strain of the coatings by alleviating local stress concentration and inducing crack deflection. Further, a finite element method (FEM) was employed to gain insight into the intrinsic relationship between the coating microstructures and the crack evolution behavior. This work not only proposes a simple method for evaluating the fracture performance of Fe-based AMCs sprayed with high velocity air fuel (HVAF), but also presents an innovative idea for optimizing the coating's properties.