From the past studies of the residual stress occurred during the plasma spraying, the different results were obtained; the arguments of these previous works were not only in the value of residual stress but the stress state existed in the HACs. The residual stress generation theory stated in these literatures appear to be oversimplified, hence a more basic study is needed to explore the contention on the residual stress state in HA coating during plasma spraying. In this study, in order to obtain the whole and accurate residual stress value and state, the residual stress was measured by using the material removal method. For the purpose of inferring the generation mechanism of residual stress, the particular forms of the substrate holder and various cooling system were employed. The results show that the difference between the HAC and substrate temperature is the main factor that dominates the residual stress state. HAC/Ti-substrate on the hollow rotational holder with the back cooling system would lead to the higher temperature in coating than substrate during plasma spraying and result in the tensile residual stress in the HAC. On the contrary, HAC with the front cooling system displayed much lower temperature than the Ti-substrate that fixed on non-hollow holder and hence the compressive residual stress occurred. These could be attributed to the differences of volume shrinkage between the HAC and Ti-substrate that from different initial temperature to room temperature. In another word, the residual stress state is depended on the spraying program not always tensile or compressive state.