Ceramics coatings produced by atmospheric plasma spraying (APS) on steel alloys parts involve high residual stress level that can affect the coating properties and integrity. Most of the experimental studies were focused on the stress evaluation into APS-produced coatings onto static targets. However, these studies have not been extended to stresses induced on rotating samples. Indeed, the thermal background and the deposition way onto a static target is different from a rotating one, resulting in indifferent coating residual stresses. The aim of this work is to estimate and understand the real-time stress evolution from the sandblasting process to the coating formation while the substrate is fixed at a rotating support thanks to a new system developed in the laboratory. Three different sources of stresses are analyzed in this paper: stresses induced by sandblasting, substrate heating, and splat quenching followed by the cooling down of the coating/substrate composite. Resulting stresses measurements are compared with after test ones made by incremental hole drilling.