The moisture sorption behaviour of wood strongly influences the durability of exterior-coated wood. Wood characteristics are known to influence the water sorption of uncoated wood. Despite this, the majority of the research on coated wood has been focused on the coating properties. This study aims to investigate the impact of heartwood, sapwood and density on the moisture content (MC) and crack formation of coated Norway spruce (Picea abies (L.) Karst.). Boards with film-forming coatings or a non-film-forming coating were exposed outdoors during 3 years. Crack development and the mass of the boards were recorded during this period. Heartwood and sapwood samples showed no differences in MC. Thus, a coating seems to reduce the differences in water sorption behaviour that is present in uncoated heartwood and sapwood spruce. The reduction is probably related to wetting properties and different sorption mechanisms, involving free and bond water diffusion. However, the low-density samples had significantly higher MC levels than the high-density samples. The high-density samples with a non-film-forming coating showed a higher number of cracks than those with lower density. Furthermore, sapwood samples had a remarkably high number of cracks when compared to the corresponding heartwood samples, despite a similar density and MC.