Plasma sprayed ZrO2 ceramic coating has been widely used in many industrial fields due to its simple manufacturing process, low cost, and good heat insulation effect. However, the structure and service conditions of thermal barrier coatings are complex, and residual stresses will inevitably occur during the preparation process as well as application. Residual stress has the most obvious influence on the life of thermal barrier coatings, seriously reducing the bonding strength between the coating and the substrate, and ultimately showing the cracking and spalling of the coating, greatly reducing the service time and stability of the coating during service. To realize the prediction and detection of the residual stress, it is necessary to seek a reliable detection method for thermal barrier coating to effectively predict the accumulated residual stress in the cooling process of coating and reduce the influence of residual stress on the stability of the coating. In this paper, the finite element model of plasma-sprayed ZrO2 coating was established by using the birth and death element method. Gauss heat source was used to simulate the heat source condition of plasma spraying, and the residual stress and its distribution of the coating cooling to room temperature were studied. The residual stress of ZrO2 coating prepared by plasma spraying was detected by X-ray diffraction and Raman spectroscopy to explore the accurate detection method of residual stress in ceramic coating.