The work aims to validate a method for fatigue crack identification in the substrate under spray coating. Based on the thermal wave conduction theory, theoretical analysis, numerical simulation and experimental methods were utilized to analyze the superimposed interference effect and the phase deviation of surface thermal wave caused by the thermal wave generated by the substrate crack and the thermal wave with the same frequency generated by the spray coating crack in the process of propagating to the coating surface. Numerical simulation was utilized to investigate the regular pattern of superimposed interference between heat waves emitted from coating crack and substrate crack, and ultrasonic infrared thermal imaging test was carried out to detect the fatigue cracks of the substrate under the spray coating to verify the effectiveness of the method. After being excited by pulsed ultrasonic wave, the thermal wave generated by the substrate crack and the coating crack had superposition interference effect in the process of conducting to the surface, caused the phase deviation of the thermal wave on the coating surface. The phase deviation of the low-frequency thermal wave was more obvious than that of the high-frequency thermal wave. It is a feasible and efficient method to identify the fatigue cracks in substrate under the spray coating by PD.