Ceramic functional coating is frequently applied to the structure material of turbine blades, and it is very important to investigate its properties during thermal shock, thermal cycle and thermo-mechanical fatigue. In this study, we measured acoustic emission (AE) caused by microfracture of the coatings to investigate the fracture mechanism during thermo-mechanical test of coatings. We have developed the method to detect AE signal using laser interferometer, and it was demonstrated that it was very powerful tool for non-contact measurement of AE. This technique was applied to the thermal cycle test of coatings, and microfracture mode was analyzed by simulation of wave propagation using finite element method (FEM). The change in energy release rate of interfacial cracks in the specimen due to heating and cooling was also calculated by FEM and correlation between propagation of interfacial crack and AE behavior was evaluated.