The work aims to build a theoretical characterization model for residual thermal stresses due to thermal mismatch between the ultra-high temperature ceramic matrix composite coatings under the effects of temperature and laminated structure and the matrix layer. Based on the classical lamination theory and the sensitivities of thermo-physical properties parameters of ultra-high temperature ceramic matrix composites to temperature, the combined effects of temperature and laminated structures were introduced into the residual thermal stress of coating and matrix layer to form the theoretical characterization method for temperature-dependent residual thermal stress. ZrB2-SiC composite coatings were taken as example to study the effects of varieties of control mechanisms on the residual thermal stresses and the evolutions with temperature in detail by the theoretical method. The residual thermal stresses in the ultra-high temperature ceramic matrix composite coatings and the matrix layer changed with the variation of temperature. The bigger the difference between the thermal expansion coefficients of coating and matrix layer was, the greater the range of variation was. When the thermal expansion coefficient of coatings was bigger than that of the matrix layer, the coatings suffered from the residual tensile stresses, and the matrix layer suffered from the residual compressive stress. With the increase of thickness of coating, the residual tensile stresses in coating decreased, while the residual compressive stress in matrix layer increased. When the thermal expansion coefficient of coatings was smaller than that of the matrix layer, the coatings suffered from the residual compressive stresses, and the matrix layer suffered from the residual tensile stress. With the increase of thickness of coating, the residual compressive stresses in coating decreased, while the residual tensile stress in matrix layer increased. At low temperature, the residual thermal stresses in the coatings and matrix layer were sensitive to temperature, while the sensitivities decreased as the temperature increased. Therefore, the thermal expansion coefficient of the coating should be designed to be smaller than that of the matrix layer, as to make the residual compressive stress in the coating. This can not only reduce the danger of the formation of surface flaw of materials, but also restrain the propagation of the existing surface flaw. Additionally, the relative smaller thickness of the coatings can be designed. This can increase the residual compressive stress in coatings and decrease the residual tensile stress in matrix layer, leading to the effective improvement of strength performance of the monolithic materials under different temperatures.