Nano-TiO$_2$ photocatalytic coatings were deposited on the stainless steel 304(50$ imes$70$ imes$3mm) by the APS(Atmospheric Plasma Spraying). Photocatlytic reaction was tested in MB(methylene blue) aqueous solution. For applying nano-TiO$_2$ powders by thermal spray, the starting nano-TiO$_2$ powder with 100% anatase crystalline was agglomerated by spray drying. Plasma second gas(H$_2$) flow rate and spraying distance were used as principal process parameters which are known to control heat enthalpy(heat input). The relationship between process parameters and the characteristics of microstructure such as the anatase phase fraction and grain size of the TiO$_2$ coatings were investigated. The photo-decomposition efficiency of TiO$_2$ coatings was evaluated by the kinetics of MB aqueous solution decomposition. It was found that the TiO$_2$ coating with a lower heat input condition had a higher anatase fraction, smaller anatase grain size and a better photo-decomposition efficiency.