Generally, structures used in outer space are subjected to severe situations, including sublimation, a strong evaporation of lubricants, thermal stresses, high temperature gradients, irradiation, impact from microscopic meteorites, and other factors. Recently, various kinds of coatings have been applied to structural parts under heavy contact stresses to ensure a longer wear-free life and/or reduce the friction coefficients. Accordingly, the current study applied FEM to analyze space parts with a coating layer thermo-mechanically subjected to a contact load. First, a steady state temperature distribution of the space part was obtained, then a quasi-static external load was applied. Thereafter, the total solution was computed and the thermal strain subtracted to obtain the mechanical strains for determining the stresses of the individual part. When using FEM, the model needs to discretize into many sub-domain finite elements. Since the difference, however, in the dimension between the coating layer and the substrate is so large, the analysis needs to be considered carefully. Consequently, the problem was analyzed in two steps. First, the whole model was analyzed using rather coarse meshes, then a small region was cut near the loading point and analyzed using very fine meshes. This method is based on Saint-Venant's principle. Finally, the effect of a thermal load on the stress of a space part with a coating layer was checked with and without cracks in the substrate. Accordingly, the results demonstrate the stresses on a space part under a thermo-mechanical load, along with the effects of various coating materials and a crack in the substrate on the stress distribution.