Abstract: With the modified Almen test, the measuring and analysis of residual stress in several thermal sprayed coatings had been accomplished in this paper. The physical model to explain the phenomenon of the hysteresis between the strain in a thermal sprayed coating and the temperature or the applied stress had been proposed first. Furthermore, the analysis and testing results had identified that the "Gas Fix" action introduced in the paper first as a result of the porous characteristic of a thermal sprayed coating is the major reason that results in the hysteresis phenomenon. The test results also confirmed that the relationship between the residual stress in a coating and the coating thickness is linear, and anyhow the residual stress in the coating is either a tensile stress or a compressive stress, it increases with the increase of the coating thickness. Meanwhile, the test results in the paper proved that the technique of depositing a coating has a significant influence on the residual stress level in the coating, because of the close relationships between the residual stress in a coating and the depositing particle temperature and flying velocity.