This paper studies the stress distribution of a 700℃ novel coated steam dual pipe system under thermal-mechanical loading. By running the sequentially coupled simulation, it is shown that Mises stress distribution is strongly correlated with the TGO thickness and morphology, particularly that at the peaks of TGO/BC interface is more sensitive to the roughness. In addition, under the constant amplitude and wavelength of TGO, the maximum value of Mises stress at the peak of TGO/BC interface is directly determined by the local curvature of the interface rather than the arrangement of various waveforms. It is revealed that TGO"s amplitude and wavelength are the crucial parameter controlling the stress distributed at the TGO/BC interface in the coated dual pipe system.