Experimental estimates have been made of typical levels of residual stress in plasma electrolytic oxidation (PEO) coatings formed on aluminium and magnesium alloy substrates. This has been done via measurement of the curvature exhibited by thin strip samples, coated on one side only, using coating stiffness values obtained in the current work. In order to obtain curvatures that were sufficiently large to be accurately measurable, it was necessary to produce relatively thick (~ 100 μm) coatings on relatively thin (~ 300–500 μm) substrates. In such cases, stress levels are significant in both constituents, and there are significant through-thickness gradients of stress. The relevant characteristics of the transformation (largely oxidation of the substrate) are therefore best expressed as a misfit strain. This was found to have a magnitude of about 0.6–0.9 millistrain for the Al substrate and 2–3 millistrain for Mg, with a positive sign (so that the stress-free in-plane dimensions of the coating are larger than those of the residual substrate). This puts the coating into residual compression and, on a thick substrate, typical stress levels would be around 40–50 MPa for Al and 130–150 MPa for Mg. These values should be regarded as approximate, although their order of magnitude is probably reliable. They are higher than those from the (very limited) previous work carried out using this type of technique. On the other hand, they are lower than many values obtained using X-ray diffraction. Explanations are proposed for these discrepancies.