Microscopic fracture mechanisms of thermal spray coatings under bending stress are investigated. Samples of thermally sprayed coatings were made using three distances. The sprayed powder was pure molybdenum. Vertical microcracks occur in lamellae and subsequently, these cracks join together and form vertical macrocracks in the samples sprayed with a short spraying distance. On the other hand, horizontal microcracks occur at the lamellae interfaces, and these cracks link together in the samples sprayed with a long spraying distance. These tendencies can be explained in terms of the hardness of the lamella and the bonding strength between each lamella. It is clarified that the bonding strength between each lamella corresponds to the applied strain at the point of rapid increase of the acoustic emission (AE) event. The amplitude and rate of AE beyond the point of rapid increase are high in the coatings which formed macrocracks. It is concluded that the coating which has high resistance to crack formation has a high point of AE increase, low AE amplitude and low AE increasing rate.