Processing induced residual stresses play an important role in the performance of thermally sprayed coatings. Their precise determination is a key to influence the coating properties by modification of process variables and to understand the processing-property relationship. Among various methods for residual stress measurement, x-ray diffraction holds a specific position by being nondestructive, phase distinctive, localized and applicable for real parts. The sin2ψ method is commonly applied for bulk materials as well as coatings. However, the results are often reported without sufficient experimental details and the method is used in its simplified form without justification of certain assumptions. In this investigation, the sin2ψ x-ray diffraction method was used to measure residual macrostress in plasma sprayed Ni, NiCrAlY and ZrO2+8%Y2O3 coatings. Reproducibility of the method was tested and the assumptions allowing its use are discussed and experimentally verified. For Ni coatings, a comparison with blind hole and neutron diffraction measurements is presented. The results are discussed with respect to processing, structure and properties of the coatings.