The practical advantages of thermal spray coatings like high deposition rates, low cost and tribological properties of high wear resistance have enabled these coatings to become an integral part of aircraft and automobile industry. Recent advancements in thermal spraying techniques like high particle speed and temperature call for new applications for these coatings. This experimental study addresses the Rolling Contact Fatigue performance of thermal spray coatings deposited by a variety of techniques like High Velocity Oxy-Fuel (HVOF), Detonation Gun (D-Gun) and Plasma spraying. RCF tests were conducted using a modified four ball machine in conventional steel ball bearing and hybrid ceramic bearing configurations. Tribological conditions during the RCF tests were varied by changing the test lubricant and the lubrication mechanism, contact load and shape of the drive coated rolling element to vary the roll/slip ratio. RCF tests were analyzed on the basis of the performance, coating failures using surface and subsurface observations, and residual stress studies. Experimental and theoretical studies of the ball kinematics have also been included. These tests revealed that the performance of the coated rolling elements was dependent upon the coating and the substrate properties. The coating thickness, substrate hardness, tribological conditions during the test, coating and substrate material as well as the coating process and the substrate preparation significantly affect the coating performance and the failure modes. Three different failure modes of these coatings have been discussed along with the changes in the near surface residual stress behaviour of the coated rolling elements.