CoNiCrAlY coatings have been developed to protect gas turbine blades from oxidation and corrosion at high temperature. However, the mechanical properties of the thin CoNiCrAlY coatings used in actual turbine system were unknown, because there was not a proper measurement method of thin sprayed coatings. Lateral compression test for the circular tube coatings of plasma-sprayed thin coating was newly developed. In considering the deformation of the tubes, the elastic contact with a flat plate jig and a tube surface was taken into account as well as the bending of the curved beam of the tube. Young's moduli of well known materials obtained from the lateral compression tests agreed well with the true values. CoNiCrAlY tube specimens independent of substrates were manufactured by dissolving out the substrates by nitric acid. The thickness of coatings were selected from 150 to 700 mm. The effects of spraying particle size, spraying atmosphere and thermal treatment on mechanical properties, such as Young's modulus and bending strength, of CoNiCrAlY were examined. It was found that Young's modulus and a fracture stress increased with an increase of the coating thickness. Young's modulus was sensitive to the spraying powder size and increased with a decrease of the size. It was found that spraying with small spraying powder was the most effective in increasing the Young's modulus. It was also found that Young's modulus was governed by the porosity if thickness and process were given. It was found that thermal treatment was the most effective in increasing the bending strength.