Residual stress levels induced during the process are one of the more relevant characteristics of thermal spray coatings. Therefore, there are different techniques, such as the x-ray diffractometry or the classical micro hole drilling and milling method, to analyse and optimize the thermal spray coating process in order to obtain a desired level of residual stresses on coatings. The state of the art of the new developed non-contact, quasi non-destructive residual stress analysis method is presented. The material removal is based on laser ablation and complex ablation geometries are possible by using a spatial light modulator (SLM) for beam conditioning. 3D deformations on the specimen surface are measured in the nanoscale range by high-resolution digital holographic interferometry. Numerical procedures using the finite differences method are performed in order to calculate the shape geometry and the calibration curves required for the residual stress calculation from the measured 3D displacements, coating-substrate material combination and the ablation geometry. Experimental results on thermal spray coatings are presented and discussed with comparative measurements by the hole-drilling method. The potentials and difficulties of the method are discussed. •Residual stress levels induced during the process are one of the more relevant characteristics of thermal spray coatings.•A very interesting and recently developed non-contact, quasi non-destructive residual stress analysis characterization technique for the analysis of residual stresses on coatings is presented.•The greatest attraction of this technique is the smart combination of the machining of complex geometries by a laser ablation process and the optical determination of superficial 3D deformations in the nanoscale range by high-resolution digital holographic interferometry.•Numerical procedures using the finite element method are performed in order to calculate the shape geometry and the calibration curves required for the residual stress calculation from the measured 3D displacements, coating-substrate material combination and the ablation geometry.