Since the bulk Al-Cu-Fe quasicrystals are extremely brittle below 700 K, a quasicrystalline coating deposited on a steel substrate by thermal spraying was used for mechanical spectroscopy measurements at temperatures in the range of 300-800 K. The internal friction of this composite was measured in a forced torsion pendulum and the internal friction of the quasicrystalline coating itself was calculated. An internal friction maximum was observed around 600 K in isochronal measurements at 1 Hz, which is not present in isothermal measurements. This maximum may be associated with the relaxation of the thermal stresses built at the interface between the substrate and the coating. These stresses are also responsible for an anomalous increase of the shear modulus with temperature. The high temperature exponential background is interpreted as the brittle-to-ductile transition in the quasicrystalline coating. (C) 2003 Published by Elsevier B.V.