A thermal elasto-plastic asperity contact model is investigated, which takes into account the steady-state heat transfer and the asperity distortion due to thermal elasto-plastic deformations. A hard coating and a soft coating are applied to study the correlations between contact area and contact pressure, average gap and contact pressure, coating thickness and contours of the contact stress distribution, etc. The effects of material properties, coating thickness, frictional coefficient, and the heat input combinations on the stress distribution are investigated and discussed. The frictional heat input increases the maximum value of von Mises stress. Finally, the appropriate thickness of the hard coating is also discussed. To protect the substrate, one can choose hard coating and the thickness of that is suggested that can be hc=70 Rm.