The aim of this paper is to provide an analytical solution for the stress distribution in a coated substrate under tensile and thermal loads. An analytical model for coated substrate is derived in order to evaluate the distribution of interface shear stress. The stress distributions in the coating-substrate interface show concentration of interface shear stress near free edge of the coating, which must be taken into account when developing coatings for aircraft and increasing their service life since the results of numerical simulation are in good agreement with the stresses obtained by the analytical method, except for the regions in which the stress singularity arises and exists. The magnitude of these stresses depends both on the level of the load applied to the substrate and on the thermal stresses arising from the difference in the coefficients of thermal expansion of the substrate and the coating. These features in the operation of materials with high-temperature coatings should be taken into account in the design and manufacture of thermal barrier coatings for gas turbine engine blades. This paper is a part of work that has been started in Riga Technical University in project supported by the European Regional Development Fund “High-Performance Erosion Resistant Multifunctional coatings for Aircraft Composite Structures (PEROMACS)”.