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Due to the higher thermal and moisture expansions of epoxy coatings than the rigid substrate, these coatings suffer from high thermal and hygroscopic stresses, leading to coating/substrate interfacial crack growth. Herein, a parametric study was conducted systematically on epoxy coatings incorporated with fillers, in order to understand their effects on coating/substrate interface delamination caused by thermal and hygroscopic stresses. A finite element model (FEM) was developed to determine an indicator J-integral value (J_i), in comparison with a critical J_C value to interpret the obtained interface delamination experimental results. FE simulations showed that interfacial pre-cracks located at coating edges were more serious than those at the centre. Once delamination was triggered by thermal shock or moisture absorption, it propagated rapidly along the coating/substrate interface. However, by adding suitable micro-/nano-fillers to the coating the thermal and hygroscopic stresses give lower J_i values, so that delamination crack growth can be effectively controlled. The simulation results demonstrate that the incorporation of fillers with lower Young’s modulus, lower thermal expansion and moisture absorption coefficients, smaller size for soft fillers, larger size for rigid fillers, and suitable aspect ratios for rod-shape fillers to the coatings, are more effective against interface delamination. Hence, useful guidelines for improving the design of epoxy composite coatings against delamination growth can be obtained for different engineering applications.