Ceramic/metal gradient coatings with two substrate materials (i.e., 1Cr18Ni9Ti and 2Cr13), two substrate structures (i.e., convex top and concave top) and four coating schemes are considered and compared in the numerical analysis and the experiment study. Four coating schemes include: i) two-layer coating, ii) three-layer coating, iii) four-layer coating, and iv) gradient coating. The numerical results obtained by finite element method show that gradient coating with 2Cr13 concave top substrate is an optimal coating scheme. The measurement results by the hole-drilling method show that compressional stresses present in the coatings on 1Cr18Ni9Ti substrate and tensile stresses present in the coatings on 2Cr13 substrate, which agrees with the numerical analysis results.