Thermal barrier coatings with a zirconia top coating and a NiCoCrAlY bond coating were plasma sprayed onto a nickelbase alloy. The pre-heating of the bond coated substrates and the cooling during the top coating spraying were varied to produce five different spray sets. A finite element model was developed to predict the heat transfer and the resulting thermal stresses during the spraying. A layer removal technique was used to measure the residual stresses in the as-sprayed samples. The measurements revealed low residual stresses in the top coatings and tensile stresses in the order of 150 MPa in the bond coating. A correlation between the measured top coating residual stresses and the substrate temperature in the end of the top coating spraying was found. In general, good agreement between modelled and measured residual stresses was found. The top coatings were found to contain vertical microcracks and the densities of the cracks were point-counted in the spray sets. A slight increase in microcrack densities was found as the spraying was performed onto a colder substrate. The densities of vertical microcracks were correlated to modelled in-elastic strain in the top coatings.