The study is concerned with the modeling of residual stresses in thin coatings thermally deposited with a high speed on a substrate. The modeling includes two stages: solution of the particle-target impact problem using FEM and simulation of the spraying process with the use of a thermo-mechanical model in which the coating has been built layer-by-layer. The samples used in the calculations are comprised of Ti, Cu, and Ni coatings deposited on Al2O3 substrate by the HVOF method. The numerical model is verified experimentally by measuring the deflections of the samples after spraying, and measuring the stresses using the XRD method.