This paper deals with the transient thermal stresses of a surface layered material due to the sliding contact with changing frictional coefficient. The actual frictional coefficient is given by the experimental results of the sliding-contact test on the bearing-specimen lined with white metal. The temperature and thermal stresses caused by the frictional heat generation in a coated materials are analyzed by making use of Laplace transformation and Duhamel integration. Numerical calculations are carried out for the same conditions of the examples in the sliding contact test. It became clear that the numerical results of temperature agreed well with the experimental results by choosing the proper heat transfer coefficient and the variations of temperature were similar to the change of frictional coefficient. Moreover, the thermal effects on the stress variations are considered by comparing the results of thermal stresses with the results of mechanical stresses.