A thermal barrier coating (TBC) system consists of a TBC topcoat (TC), a bond coat (BC), and a substrate. Residual stress acting on a coating is a important parameter for materials mechanics and hence need to be evaluated. We propose a simple method for evaluating the residual stresses acting on each layer of a TBC system by using a curvature method. First, a three-layered model was constructed based on the misfit strain between the coatings and the substrate. This method uses the curvatures of the substrate with a blast treatment, the BC system specimen with the blast and BC, and the TBC system specimen with the blast, BC, and TC instead of a change in curvature during thermal spraying. Next, the residual stresses acting on the TBC system specimen with varying thicknesses were evaluated by using the proposed method. It was confirmed that the proposed method provides reasonable residual stresses in the BC and TC. Finally, the thermal stress after the coating deposition was theoretically evaluated, and the quenching stress of the coating during the deposition was evaluated by using the difference between the experimentally determined residual stress and the theoretical thermal stress. The mechanism for generating the residual stress in the TBC system during thermal spraying was investigated using the quenching stress and thermal stress.