Arc-evaporated ceramic films such as TiN, TiCN, and TiAIN find application for enhancing wear-resistance of tools for metal cutting. The wear-resistance is influenced by adhesive forces between film and substrate, which may be degraded by residual and imposed stresses, leading to delamination and damage of coating. The aim of this work was to find a relationship between physical properties of the coated iron and thermally induced stresses detected by dilatometry. Samples of iron coated with layers of TiN were investigated. In order to obtain more details about the degradation process of adhesion, the dilatometric analysis was carried out simultaneously with differential temperature and magnetometric analysis. The significant increase in thermal response was achieved by applying temperature modulation, a novel method in this field.