Ni base alloy ceramic composite coating fabricated through vacuum fusion sintering process can acquire high strength and good thermal fatigue resistance. Composite coating was mainly composed of Ni base alloy and ellipsoidal ceramic particles with random orientation. The three-phases model is used to study the thermal expansion strains in composite coating. First, Eshebly-Mori-Tanaka method was used to determine effective eigen strain of two-phases model formed by the ellipsoidal matrix shell being around a ellipsoidal ceramic particle, then disturbance strain in two-phases model aroused thermal inconsistency is obtained. Finally thinking average stress in effective matrix vanish, the residual stress field in Ni base alloy and particles can be gotten by considering random orientation of two-phases models. It will exert influence on strength and fatigue life of the composite coating.