Abstract We have developed a method of directly measuring the strain gradient as a function of depth in plasma sprayed Thermal Barrier Coatings (TBCs). A 92.8 keV monochromatic synchrotron X-ray beam was used to penetrate the 10 × 10 × 8 mm samples in transmission geometry. The samples had been heated to 1150 °C and held at that temperature for 190 h. The diffraction patterns were collected using a DECTRIS pilatus3 X CdTe 300 K area detector. The patterns were analyzed by partial circular integration followed by full Rietveld refinement to obtain the lattice parameters of the TBC top coat at 25 μm intervals as function of depth. The coatings surviving the heat treatment process without significant damage were found to exhibit a variable compressive stress state inside the top coat. This was found to be about − 600 MPa at the bond coat interface decreasing in a non-linear fashion towards the surface. By refinement of the data collected from sectors of whole Debye Scherrer rings we were able to estimate both the in-plane and out-of-plane strain.