Thermal spray processing involves a multitude of interdependent process variables resulting in a complex layered microstructure with each layer composed of several splats separated by splat-splat interfaces. Each splat contains columnar/equiaxed grains with multiple orientations. A typical microstructure also contains defects such as globular pores, and interlamellar pores. This gamut of features encompasses a range of macro, micro and nano length scales. This study involves a thorough microstructural characterization across length scales of Ni-5wt%Al coatings to understand the dependence of microstructural variability on processing conditions and its profound influence on coating properties. Studied here are coatings produced by four different spray methods, namely twin wire-arc, air plasma, high velocity oxyfuel and cold spraying with distinct variations w.r.t. nature of feedstock, method of material injection, amount of melting, and process parameters such as particle velocity and temperature in flight. Macro-scale, Micro-scale and Nanoscale microstructural characterization of these Ni5Al coatings elucidates the variations in oxide content, splat structure, grain structure and phases obtained, based on differences in processing parameters. Through characterization of these bond-coats, using Optical microscopy, Image analysis, Scanning and Transmission electron microscopy techniques, variations in coating properties such as porosity and thermal conductivity can be explained with respect to coating microstructure and process characteristics.