A 3 kW radio frequency (RF) magnetron-sputtering unit was used to produce zirconia ceramic coatings on hollow turbine blades and vanes, which had been deposited a NiCrAlY bond coat layer by cathodic arc deposition. The NiCrAlY coating surface was shot-peened, and the residual stress in the bond coat layer and the effects of heat treatment on the residual stress are presented.After shot peening porosities and microgaps disappear in the NiCrAlY bond coat, the whole depth profile is residual compressive stress. Coarseness tests show that the roughness value (Rz) decreases from 16.4 to 3.3 μm. The microstructure and phase composition of the coatings were investigated using electron probe microanalysis (EPMA) and X-ray diffraction (XRD). The results show that the NiCrAlY bond coat is composed of γ' and Cr phases, and the Al₂O₃ scales are formed near the interface between the ZrO₂ ceramic layer and the NiCrAlY bond coat. No degradation occurred to RF sputtered ceramic coatings after oxidating at 1150℃ for 100 h,heating at 1150℃ for 5 min and then air-cooling for 500 thermal cycles.