For many years, a new interest in nanomaterials, with grain sizes smaller than 100nm, has emerged. This is due to the enhanced properties of the resulting sintered materials or coatings compared to those with coarser-grained materials. This paper is devoted to the feasibility to produce nanomaterial coatings by a dc plasma spray process. Until now, only thick coatings (> 100µm) have been elaborated using this technique, by injecting, with a carrier gas, micrometric particles in the plasma flow. But, it is not possible to inject too small particles (<5µm) without perturbing drastically the plasma jet by the high carrier gas flow rate necessary to give them a high enough momentum. This work presents a new dc plasma spray process, designed to elaborate alumina nanocoatings. The most important step of the process is the control of the ceramic nanometric particle penetration in the plasma. Because of their small size, a liquid, which density made the momentum transfer more efficient, replaced the carrier gas with an injector creating calibrated droplets with controlled velocity and flow rate. To study the liquid-plasma interaction, the penetration of pure water in an Ar/H2 plasma jet was investigated by means of emission spectroscopy. The modification of temperature field together with oxygen concentration was determined quantitatively. Emission spectra were treated with a new localization method, avoiding the use of Abel's inversion implying a cylindrical symmetry, destroyed by the liquid injection. Such measurements allowed optimizing the liquid penetration in the plasma jet. Alumina nanopowders were dispersed in a liquid to form a stable suspension, which was injected in the plasma. The layered particle morphology, collected on glass substrates at different distances downstream of the injection point, was then studied.