This paper investigates the finite element stress analysis of an uncoated and silicon nitride ceramic coated exhaust valve in a two-stroke diesel engine. The structure of this paper is based on the simulation of four exhaust valve models under three thermal, mechanical, and thermomechanical load conditions using ANSYS Workbench software. The models include an uncoated exhaust valve and three valves with Si₃N₄ ceramic coatings of thicknesses of 0.3, 0.4, and 0.5 mm. The base material of these four valve models is Nimonic80A alloy. The main objective of this research is to investigate the effect of exhaust gas temperature and Si₃N₄ ceramic coating on the stresses applied to the valve. The results show that the highest Von-Mises stress is in the valve seat plate area, with increasing exhaust gas temperature, the Von-Mises stress increases in all loading conditions, and the use of Si₃N₄ ceramic coating can help reduce Von-Mises stress at different points of the exhaust valve. In particular, Si₃N₄ coating with a thickness of 0.4 mm in the thermal and mechanical analysis and a thickness of 0.3 mm in the thermal-mechanical analysis is recommended to reduce Von-Mises stress at key points