The mode I edge delamination could be initiated due to the presence of the interfacial peeling stresses near the edges of the multilayered systems due to the material mismatches between the adjacent layers. However, the exact peeling stress distributions could not be obtained by using the existing analytical and numerical models. It was proposed recently that the peeling moment resulting from the localized peeling stresses could be used to characterize mode I edge delamination. In this paper, the effect of the graded interlayer on the mode I edge delamination by thermal residual stresses in multilayer coating-based systems was investigated. Following the previous analysis approaches, the exact closed-form solutions for the peeling moments at individual interfaces and the curvatures for bilayer system, typical thermal barrier coating (TBC) system and TBC-based system with a graded interlayer inserted between the metallic layer and the ceramic layer were, respectively, derived. Case studies showed that the edge delamination by thermal stress could be impeded by properly selecting the coating materials and individual layer thicknesses. These studies may provide some important insights for developing fail-safe designing methodologies for multilayered systems.