In the present work, the measurement method of residual stresses in thermal barrier coatings(TBCs) which are received the thermal shock is performed numerically. For this, the internal residual stresses are predicted by commercial FEM software ABAQUS because the hole drilling strain gage method measures residual stresses only near the surface of a material. As the results of this study, the residual stresses are linearly increased when the surface temperatures are over $1,200^{circ}C$. It is also found that the values of residual stress are increased as the coating thickness is thin.