In recent years, with the advancement of smaller and more sensitive sensor devices, active developments of thin or surface type of sensors have been taken place using micromachining technology. In such type of sensors, thermal stress in the sensor films influences the properties of the sensors. In order to exactly estimate the influence of the thermal stress in the thin films on the sensor properties, we have designed and developed a thermal stress evaluation system which is applicable to various thin films on various substrates and capable of measuring thermal stress with a high resolution. We investigated the measurement and control methods on the thermal stress by evaluating the thermal stress in SiN films and SiAlN films. As a result, the mechanical properties such as thermal stress, Young' s modulus and thermal expansion in the SiN films were found different according to the preparation method of the films. It is considered that these differences were caused by the differences of the film composition. Moreover, it was found that the values of thermal stress and thermal expansion in the SiAlN films were controlled by the film composition. The value of thermal expansion in the Si_0.58Al_0.42N film corresponded to that in Si(100).