Hard coatings have been used over the last 3 decades in several applications, such as cutting tools, forming tools or die casting moulds in order to enhance wear as well as chemical resistance. Due to this wide field of applications, the coatings have to suffer a broad range of different loads. Thermal fluctuations and/or thermal cycling loads can lead to residual tensile stresses and in a later state to cracks which are propagating through coating and substrate. The mechanism during the thermal fatigue of a coating-substrate-compound is neither fully investigated nor completely understood. The aim of this work is to characterize (i) changes of the residual stress in coating and substrate due to a cyclic load and (ii) to describe the three dimensional stress distribution in a laser-treated spot. Therefore, a CrN-steel compound was cycled via laser beam and investigated by advanced X-ray instruments, SEM and nanoindentation. The characterization of the three dimensional stress distribution, which was never done before, was performed by the Energy Dispersive Diffraction (EDDI) Beamline (BESSY, Berlin) and the G3-Beamline (Hasylab, Hamburg) which enables a position resolved stress measurement. In addition, in-situ thermo cycles were carried out by means of laboratory high temperature XRD in order to understand the influence of the substrate during the annealing of defects. The presented results indicate, that crack-growth starts in the steel substrate and not like so far assumed in the coating. Furthermore, the CrN coating is able to protect the steel substrate and enhance lifetime of the cycled compound. Moreover, the three dimensional stress distribution permits the improvement of material models. Based on the high temperature thermo cycles one can estimate that the substrate has no influence on annealing mechanisms of coating defects. In addition one can suppose the presence of two different types of defects. To complete this work, a guideline for the design and the production of a thermal cycled part is given.