A numerical model based on the finite element method has been constructed with the aim to examine the residual stress state induced during thermal deposition of coatings on various substrates. The first stage of the modelling was designed to solve the problem of the high-velocity impact of a single spherical particle on a substrate using the “dynamics-explicit” module of the FEM ADINA software. In the second stage, the deposition process was simulated as a progressive growth of the coating until it achieved the desired thickness, and then the entire system was cooled to the ambient temperature. This problem was assumed to be thermo-mechanical and was also solved with the use of the FEM ADINA software. The samples assumed in the computations were cylindrical in shape and were built of a titanium coating, with three different thicknesses, deposited on an Al2O3 ceramic substrate by the detonation method. The numerical model was verified experimentally by measuring the deflection of the samples after their cooling. The computed values appeared to be in good agreement with those obtained experimentally.