A thermal elastohydrodynamic lubrication (TEHL) model is developed for a coated spur gear pair to investigate the effect of soft coatings and hard coatings on the tribological behavior of such a gear pair during meshing. The coating properties, i.e., the ratio of the Young's modulus between the coating and the substrate, and the coating thickness, are represented in the calculation of the elastic deformation. Discrete convolution, fast Fourier transform (DC-FFT) is utilized for the fast calculation of the surface deformation. The variation of the radius of curvature, the rolling speed, the slide-to-roll ratio, and the tooth load along the line of action (LOA) during meshing is taken into account and the transient squeeze effect is considered in the Reynolds equation. Energy equations of the solids and the oil film are derived. The temperature field and the pressure field are solved iteratively. The tribological behavior is evaluated in terms of the minimum film thickness, the maximum pressure, the temperature rise, the coefficient of friction, and the frictional power loss of the tooth contact during meshing. The results show discrepancies between the soft coating results and hard coating results.