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A few minutes ago I tried to export a PSD image sequence from my animation, but it just exports a single image. If I change the filetype to png it works as it should. I don't expect to get some psd with layers, I just like to work with PSD files.
Here are my export settings.

If I'm not wrong, when exporting a PSD in Clip : Display as an animation, you obtain one PSD with all instances inside (instance = layer in PSD).

You have more possibilities when exporting a PSD in Clip : Layer structure.

Oh you're right. I didn't checked what's inside the PSD.
This could be pretty handy sometimes. But is it possible to get an image sequence with PSDs too?

yes, as Elodie said, just go in the "Clip : Layer structure" tab, and export in psd from here.
each image of the animation will become a psd file, and the layers of TVPaint will become layers in photoshop

Sorry I didn't get it. Thank you a lot Fabrice and thank you Elodie too.

You're welcome