During the formation of coating systems we find strong temperature gradients within the coating-substrate system resulting in thermally induced stresses in the coating after the spraying process. The purpose of this investigation is to develop numerical tools which provide insight into the relationship between coating parameters and the thermomechanical response of the produced composite. Transient finite element modelling is applied to calculate temperature and stress histories in thermally sprayed coatings due to the deposition process. Two different models with different levels of complexity have been developed to investigate the spraying process on a macroscopic and on a microscopic scale. Experimental investigations of the temperature history during spraying in the substrate have been carried out to determine boundary conditions for the mathematical model and to enable a verification of the obtained results.