Abstract: Thermal barrier coated turbine blades can effectively improve the thermal efficiency and performance of aero-engines. They exert significant importance on security and stability of aero-engines. In the process of thermal shock service, the thermal barrier coating system is prone to various forms of damage such as surface cracks and interface cracks, which seriously affects the service stability of turbine blades. Considering that the residual stress generated during the preparation of turbine blades with thermal barrier coating will have a great impact on the quality of thermal barrier coating, this work firstly studied the residual deformation and stress during the natural convection cooling process after the thermal barrier coating was deposited into turbine blades with certain shape by using the finite element method. Furthermore, the temperature and stress state of turbine blades with thermal barrier coating under high temperature thermal shock were simulated and analyzed, and the stress mechanism of mechanical behavior difference between blade with thermal barrier coating and alloy blade without thermal barrier coating under high temperature was revealed. The results show that the distribution of deformation and residual stress after the preparation of thermal barrier coating blade is complex due to the geometrical structure of the curvature blade, and the maximum local compressive stress at the blade root is close to 200 MPa. The thermal barrier coating can provide obvious thermal protection for the blade under high temperature service, and the maximum Mises stress can be reduced 600 MPa, but the thermal protection effect in the trailing edge area is limited. The maximum principal stress in the suction surface near the trailing edge of the ceramic coated blade root reaches 159.5 MPa. Therefore, the thermal barrier coating turbine blade in high temperature service will preferentially show higher stress in the blade root and trailing edge of the ceramic layer, which becomes the starting position of crack initiation, propagation and spalling.