Laser shock processing is an important surface treatment that induces compressive residual stress to components, where the coating plays an important role. This paper deduce a general formula of the optimum thickness of coating according to the law of energy conservation and analysis the influence of coating on residual stress of the titanium alloy in laser shock processing. Titanium alloy with black paint, silica acid black paint and without coating were shocked by laser system respectively. It was found that coating could increase shock pressure amplitude and laser density absorption. Compressive residual stresses at the surface of the sample with the black paint and silica acid black paint are about -212.2MPa and -264.2MPa respectively, while the surface stress on the uncoated specimen is very high tensile stress. The bare surface due to melting and vaporization, leads to a very rough surface. The depth of induced compressive stress could reduce stress corrosion cracking in titanium alloy and improve fatigue lifetime.