The present investigation has been conducted in order to determine the residual stresses of an as-ground WC–12Co coating of two different thicknesses, by means of two different methods. Firstly, X-ray diffraction techniques, which allowed the determination of the surface residual stresses of the coating by means of the method called “sin 2 ψ” method. Secondly, an incremental hole drilling technique together with the integral method, which allowed the analysis of the non-uniform through-thickness residual stresses present in the coatings. It has been determined that the surface residual stresses are of a compressive nature, which could be due to the grinding that was applied to the coatings in order to achieve the desired thicknesses. On the contrary, the results of the incremental hole drilling tests indicated that the through-thickness residual stress distributions are not uniform and are characterized by the presence of tensile peak stresses, at depths in the range of ~ 50–125 μm. Such stresses were observed to decrease towards the coating–substrate interface where the compressive component of the stress state becomes greater than the tensile component. It has been found that the mean residual von Mises stress is higher in the thinner coating than in the thicker one, of approximately 180 and 107 MPa, respectively.