$Y_2O_3$ thermal barrier coatings(TBC) were deposited on Inconel substrates by reactive DC magnetron sputtering of yttrium target in oxygen and argon gas mixtures. Residual stress states and film orientations were examined by X-ray diffraction method. The stress states and crystallographic orientations were found to depend on the total working pressures but not the $O_2$/Ar flow ratios. At working pressures below 0.07torr, films were in high compressive stress states and (111) orientations, at pressure ranges between 0.10torr and 0.15torr, films were in moderate compressive stress states and (100) orientations and at pressures over 0.20torr, films were in zero stress states and random orientations. Coatings were also deposited at various substrate temperatures for understanding the cause of these orientations. It is suggested that the strain energy of (111)plane is lower than that of (100)plane, the surface energy of (111)plane is greater than that of (100)plane and there are another planes which have surface energies lower than that of both (111) and (100)planes. With annealing of deposited films, Ar contents of the films were understood by the atomic-peening effect.