To　study　the　mechanical　behavior　of　plasma　spraying　ZrO2-8%　(mass　fraction)　Y2O3　coating　system　in　the　process　of　convective　heat　transfer,　the　paper　analyzed　the　thermal　barrier　coating　of　turbine　blade　and　presented　simulation　on　the　coating　and　process　of　heat　transfer.　The　study　was　achieved　by　combining　heat　transfer　theory　and　thermal-mechanical　finite　element　method.　The　results　indicate　that　residual　stress　grows　with　the　increase　of　heat　transfer　coefficient　of　coating　surface.　Findings　also　show　that　the　maximum　residual　stress　value　increases　first　and　then　decreases,　with　the　increase　of　heating　rate　when　the　heat　transfer　coefficient　is　fixed　and　heating　rate　changed.　The　research　suggests　some　references　to　the　choice　of　heat　transfer　coefficient　and　heating　rate　which　are　provided　with　reasonable　areas.