Residual stresses in plasma-sprayed Al2O3 and Cr2O3 coatings, deposited using commercial powders, and in HVOF-sprayed ceramic coatings, deposited using conventional Al2O3 and Cr2O3 feedstock and nanostructured- Al2O3 feedstock, were studied by combining X-ray diffraction, substrate chemical removal technique and analytical modelling. The in-situ curvature technique was also employed for HVOF-sprayed Al2O3 coatings, for further verification. Both HVOF-sprayed Al2O3-based coatings display similar, tensile residual stresses (≈120 MPa) near the top surface and possess moderate through-thickness stress gradients (≈10 - 20 MPa). Plasma-sprayed Al2O3 possesses a smaller through-thickness stress gradient and a larger near-surface stress (≈220 MPa): this latter result seems to be due to higher quenching stresses in APS Al2O3, as determined by analytical computation The analytical model is validated by its fairly good agreement to the experimental results obtained both by substrate chemical removal and by in-situ curvature. Cr2O3-based coatings possess a lower near-surface residual stress (≈20 MPa); the HVOF one also exhibits a very large stress gradient (≈80 MPa). Machining and sliding processes (like polishing and dry sliding tribological testing) change their surface residual stresses to compressive ones.