Plasma spray has attracted attention as an effective method for obtaining protective coatings. In this paper, the physical, mechanical and thermal properties of coatings are reviewed. The microstructural features of the coatings are described. The relationship between the properties of coatings and their microstructure is also discussed. Plasma sprayed coatings are used to reduce wear and improve thermal protection on a large number of components in various industries. In some cases, the conditions of application are very aggressive and therefore the resulting maintenance costs are expensive. Improved coating materials and appropriate properties of coatings are the most promising ways to solve these problems[1,2]. The optimum coating properties depend on the microstructure of coatings[1-5]. In this paper, some ceramic coatings frequently used in industries were reported. The physical, mechanical and thermal properties of ceramic coatings are reviewed. The microstructure features of coatings are addressed. The relationship between the microstructure of coatings and their properties are discussed.