A range of different spraying techniques can be used to coat the surfaces of engineering components. These techniques are based on different principles and can involve high temperature (plasma spray), high kinetic energy (cold spray) or both (HVOF spray – High-Velocity Oxi-Fuel). Resultant residual stress in such coatings, being a characteristic of the spraying process, can reveal details of the stress formation mechanism. When its dependence on the physical parameters and conditions of the spraying process is established, this knowledge can be used for the prediction and control of stress that occurs in applications. Neutron diffraction is a suitable method for obtaining stress distribution in such coatings. Residual stresses in two-phase Cu+W coatings made by water stabilized plasma spraying were studied. Two-phase coatings develop both significant microstress (inter-phase stress) and the stress dependence on phase content of the coating constituents. Through-thickness residual stress profiles have been measured by neutron diffraction with spatial resolution of 0.5 mm for a series of Cu+W coatings with varying volume fractions. Measurements were made in both phases in order to separate micro- and macro-stresses. Comprehensive sample characterization, measurements of the residual stresses, mechanical and thermal properties of the composite coatings enabled quantitative modeling and interpretation of the experimental data.