Spacecraft experience significant thermal stresses during re-entry, which can lead to damage or even destruction due to the uneven distribution of these stresses over the surface. This paper analyzes the application of a multilayer thermal protection coating made from materials with a high degree of anisotropy in their thermophysical properties. Such coatings could mitigate the aforementioned risks; however, the strains resulting from extensive heat exchange can still cause mechanical damage, even with equalized heat distribution. To assess this risk, changes in the stress-strain state of the coating during re-entry are evaluated. The analysis is conducted using two types of spacecraft: a spherical-shaped ballistic capsule and a “headlight”-type spacecraft, both of which descend from orbit along ballistic trajectories. The thermal protection coating of the spacecraft is a multilayered construction consisting of three layers: an anisotropic outer layer, an insulating inner layer, and a metallic structural shell beneath the insulation. Heat fluxes, temperature fields, and the stress-strain state properties are calculated for both vehicles.