A method and device for measuring the thickness of a coating material layer of a running strip according to which, by means of an eddy current sensor for at least one area of the strip, a quantity is measured, representative of the thickness of the coating layer and the thickness of the coating layer is determined from the measured quantity and from at least one calibration value. The measurement made with an eddy current sensor comprises the measurement of the complex impedance of a coil facing the running strip for a low excitation frequency and a high excitation frequency and the elaboration of a quantity representative of the thickness of the coating layer from said complex impedance measurements. A device for applying the method and a coating installation equipped with the device.