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The distribution of thermal stresses in functionally graded polycrystalline diamond compact (PDC) and in single coating of PDC are analyzed respectively by thermo-mechanical finite element analysis (FEA). It is shown that they each have a remarkable stress concentration at the edge of the interfaces. The diamond coatings usually suffer premature failure because of spallation, distortion or defects such as cracks near the interface due to these excessive residual stresses. Results showed that the axial tensile stress in FGM coating is reduced from 840 MPa to 229 MPa compared with single coating, and that the shear stress is reduced from 671 MPa to 471 MPa. Therefore, the single coating is more prone to spallation and cracking than the FGM coating.The effects of the volume compositional distribution factor (n) and the number of the graded layers (L) on the thermal stresses in FGM coating are also discussed respectively. Modelling results showed that the optimum value of the compositional distribution factor is 1.2, and that the best number of the graded layers is 6.