We attempted to characterize by Raman piezo-spectroscopy residual stresses as they develop in chemical vapor deposition (CVD) Al2O3 coatings on Si3N4 ceramic substrates. According to a piezo-spectroscopic procedure coupled with a confocal configuration of the optical probe used, two-dimensional stress maps could be collected at various depths along the thickness of the coating. By comparing Al2O3 coatings produced on Si3N4 substrates at different CVD temperatures, a tensile residual stress field has been detected in the coating, whose magnitude increased with increasing the CVD temperature. As for the three-dimensional distribution of tensile residual stress within the Al2O3 coating, it was found that the stress value was minimum at the coating external surface, while it gradually increased to reach a maximum near the coating/substrate interface. Similarly, the compressive stress within the Si3N4 substrate was maximized near the coating/substrate interface and decreased with proceeding towards the substrate material bulk. It could be concluded that confocal Raman piezo-spectroscopy is a very suitable tool for three-dimensional stress characterization of ceramic coating materials.