A new finite element – based numerical model for the stress-strain state estimation in a heat loaded system of a coating and a non-canonically shaped substrate is proposed to investigate the coating protection of gas turbine blades. An once coupled plane problem of thermoelasticity is solved using the CAE system SIMULIA Abaqus. The non-homogeneous distribution of the heat-induced stresses in the system around the blade profile periphery is obtained and the stress jumps at the points of connection of shallow profile segments to the highly curved ones are found. It is shown that the well-known analytical model neglecting bending moments is useful for straight or slightly curved segments of boundaries of relatively thick substrates, otherwise this estimate fails. The bending strains and curvatures effect strongly on the stress-strain state of laminated structures of complex shape. The new method of estimation of normal and shear contact stresses inducing the adhesion failure in the coating – substrate system is proposed. The most probable zones and temperatures of the failure initiation of the adhesion bound are obtained for the blade geometry and material properties. The required level of the adhesion strength for the coating – substrate system is estimated for the given operation conditions of the turbine blade. The prognosis of the level and the distribution of stresses and adhesion strength in various coating – substrate systems offers the basis of the design of coating architectures as well as their (chemical compositions, phase constitutions, number and thickness of layers), and the forming methods. As a result, the number and the costs of physical tests can be significantly reduced.