The present contribution concerns with a numerical modelling of the residual stress distribution within a multilayered coating system which consists of a functionally gradient material (FGM). The structure of the graded system is made of a ceramic layer and a metallic layer, where between them there is an interlayer which is a graded composite made of the metal and ceramic. The composition changes gradually from 0% ceramic to 100% ceramic. This graded interlayer was modelled as a serie of perfectly bonded finite thin layers, each having slightly different material properties. We analyse the FGM design in respect to thermal stress optimization (e.g. reduction the interfacial stresses). The case of a bilayer, thick ceramic coating on a metallic substrate and a graded thermal barrier coating (TBC) is considered. The effects on thermal residual stress gradients of the compositional profiles and graded interlayer thickness were studied. This FGM stress model enable us to calculate the thermal strain and stress distributions, which gives a contribute to a better understanding of the failure of a graded coating system and is, therefore, a potential tool for FGM stress optimization to improve the thermo-mechanical stability of multilayer graded structures such as high temperature ceramic coatings for use in thermal barrier applications.