The work aims to study effects of substrate material, thickness and radius on residual thermal stress of Sm2Ce2O7/YSZ functional graded thermal barrier coatings. By using Plane 13 element in ANSYS10.0 software and directional coupling calculation, the residual thermal stress of Sm2Ce2O7/YSZ functional graded thermal barrier coatings under different substrate conditions was analyzed systematically. Higher residual thermal stresses were present in the coatings. The residual thermal stress gradually decreased as increasing time prolonged, and basically stayed at stable value after 900 s. Radial stress of the coatings reduced from sample center to edges, and coating stress of 2Cr13-coating was the smallest. The radial thermal stress of the coatings was relative stable as metallic substrate thickness ranged from 2 to 10 mm, and increased significantly as metallic substrate thickness was 20 mm. Radius of the substrate had no effect on maximum shear stress of the coatings, axial stress decreased gradually as substrate radius increased, and the radial thermal stress tended to be stable as it reached a certain value. The 2Cr13-steel coating has the lowest residual thermal stress, appropriate substrate thickness is 10 mm, and the substrate radius has the most obvious effect on axial thermal stress.