The potential of the high velocity oxy-fuel (HVOF) thermal spray process to produce coatings with reduced porosity is well known. The ability to produce high density ceramic coatings offers potential in high performance applications in the fields of wear, corrosion resistance and dielectric coatings. It has been, however, demonstrated that benefits from HVOF ceramic coatings can be obtained only if particles are melted enough and good lamella adhesion is produced. Therefore, due to the operational limits of the HVOF process, the process-structure- relationship must be well optimized. One strategy to improve melting of ceramic particles in the relatively low flame temperatures of the HVOF process is to modify particle crystal structure and composition. In this paper, the effects of the powder structure and the composition on coating microstructure and deposition efficiency of the HVOF spray process are studied. The effect of fuel gas, hydrogen vs. propane, was also demonstrated. The studied materials were agglomerated alumina- and titania-based pure and composite powders. Coating properties such as microstructure, hardness, and abrasive wear resistance, were compared to the coating manufactured by using conventional fused and crushed powders.