The paper is devoted to thermal and thermo-mechanical analysis of the plasma sprayed thermal barrier coatings (TBC). The temperature and stress distribution using the finite element method in the microscopic scale is presented. The finite element model is based on the microscopy scan (dimension 5mmx3.5mm) and represent three levels of barrier structure: basement AMS 5599,undercoat NiCrAlY and ceramic layers of ZrO2×8Y2O3, Gd2Zr2O7 and DCL (double ceramic layer) Gd2Zr2O7/ZrO2×8Y2O3 type. The layers material properties are fully temperature dependent and coupled thermo-mechanical analysis is performed. The numerical results will be compared with the experimental one.