A coating thickness measuring instrument has a probe for measuring the thickness of a coating applied to a substrate and producing an output relating to the measured thickness; a memory storing calibration data; and a processor arranged to process the output produced by the probe, together with calibration data stored by the memory, and produce a coating thickness measurement. The memory stores at least two sets of calibration data, each set associated with a different surface profile value and a user may select the set of calibration data to be used by the processor according to the surface profile of the substrate on which a measurement is to be made. This enables a user to make coating thickness measurements on substrates with at least two different, known, surface profiles without having to calibrate the instrument specifically for those surfaces.