Tungsten coated components represent a promising material system for the First Wall Devices in future fusion reactors. As those components face large temperature loads and considerable abbrasion, the tungsten coatings, which are intended to serve as protection, will develop large thermoelastic stresses possibly leading to film cracking and delamination. Those stresses and the associated microstructural changes are therefore of utmost interest and where investigated in this thesis. Hence the film/substrate systems W/Si and W/Cu were produced by pulsed laser deposition (by the Laserzentrum Leoben) and subsequently heated to a temperature of max. 800°C. The stress state of the as-deposited as well as the heated coatings was analysed using in-situ X-ray diffraction and substrate curvature methods whilst the associated microstructural changes were recorded using electron backscatter diffraction and scanning electron microsopy. The obtained results allowed to draw conclusions about the evolution and the temperature dependence of the stresses in the coatings and their interelationship with the microstructural features helping to an enlarged comprehension of those coating systems.