Calculations of stresses and strains in various coatings on turbine blades made of MARM-002 alloy have revealed that their service lives depend on their physical and mechanical properties. To verify the validity of these calculations by experiments, thermal fatigue tests have been carried out using the specimens made of CMSX-4 with different coatings. The tests were carried out using Load-Adjucted Thermo-Mechanical Fatigue-test technique. In all the cases coatings reduce the number of cycles to cracks detection on the specimens surfaces. The reduction is within the range of 10 to 50% and depends on test conditions and coating properties. New coatings for CMSX-4 protection combine high resistance to thermal fatigue and good protective characteristics.