Thermal barrier coatings (TBCs) are one of the key materials of turbines for propulsion and power generation. A typical TBCs system generally contains four layers, i.e. top ceramic coat (TC), thermally grown oxide (TGO), bond coat (BC) and substrate. The material parameters (such as Young’s modulus, Poisson’s ratio and thermal expansion coefficient) of each layer will result in the different cooling velocity of thermal barrier coatings (TBCs) system during the deposition process. Initial residual stresses in TBCs occur after cooling to the ambient, which play an important role for evaluating the failure and reliability of TBCs. In this paper, the initial residual stresses of a planar TBCs model were obtained by finite element method, the effects of cooling kinds and the thickness of TC and TGO on the fields of initial residual stresses were also considered. The results may be useful for the optimization of TBCs system design and preparation.