The Atmospheric Plasma Sprayed Thermal Barrier Coatings (APS TBCs) is commonly used to insulate hot sections in gas turbines. Cyclic oxidation failure usually results from the spallation of the ceramic top coat. In order to predict such spalling phenomena, understanding the mechanisms for cracks initiation and propagation in thermal barriers is a major issue for engine-makers. Failure of the TBC is strongly related to the thermal and mechanical properties of each component of the multi-materials system (substrate, bond coat and ceramic) but also to the response of the TBC as a whole. The purpose of the present work is to assess the mechanical behavior of a complete TBC using comparative experimental (uniaxial and biaxial loading) and Digital Images Correlation (DIC) analysis approaches for classical TBC microstructures obtained through APS coatings. The experimental characterization of the mechanical behavior of the TBC systems was studied on as deposited specimens. Three Points Bending (3PB) tests were performed at room temperature, with the ceramic coating either under tension or compression. Additionally, in situ observations during 3PB tests by a camera, associated to a DIC analysis, allow determining the evolution of the strain field of surface sample correlated with the damage evolution. Location of crack initiation and crack propagation paths up to macroscopic failure were investigated. These tests highlighted the strong differences in mechanical behavior and fracture mode depending on the tension or compression stress state in ceramic coating. Small Punch Tests (SPT) were also performed at room temperature using both geometries (tension/compression). This allows pointing out the similarities of failure modes between uniaxial solicitation and biaxial flexure. Tests performed at 850 °C in the SPT ring show that when temperature varies, different mechanical properties can be observed.