Plasma spraying was successfully applied for Thermal Barrier Coatings (TBCs), which typically possess a lamellar structure with a porosity of 5-20%. Control of the plasma process presents a big challenge when the goal is to achieve fully dense coatings, as required for some emerging applications such as solid oxide fuel cells (SOFCs) and dense TBCs. Fine powders produce finer lamellae, and result in denser coatings. However, powders finer than 10 microns are very difficult to feed consistently into a plasma torch. Liquid slurries offer a means to deliver fine particles to thermal spray torches. In this paper, an automatic slurry feed system was developed to consistently deliver micro and nano powder slurries. The slurries were injected axially into a high energy/high velocity plasma torch to generate dense coatings. The effects of plasma parameters and different feedstocks on coating microstructures are investigated; dense coatings for various applications are demonstrated.