ZrO2 thin coatings were deposited on stainless steel substrates by electron beam physical vapor deposition (EB-PVD) under different substrate temperatures. The phase composition, microstructure and residual stress of the deposited coatings were investigated by grazing incidence X-ray diffraction, scanning electron microscopy and atomic force microscope techniques. The results show that all the deposited thin films have a tetragonal structure with a preferred orientation (111). The grain size, surface roughness and residual stress of the ZrO2 coatings increase as the substrate temperature goes up. The residual stress of ZrO2 coatings was induced by the thermal stress due to the difference of thermal expansion coefficients of ZrO2 ceramic coatings and metal substrate