Suspension plasma spraying facilitates the production of thick coatings structured at the submicron or even nanometer scale. Due to the large volume fraction of internal interfaces, nanostructured coatings tend to be superior to their microstructured counterparts. Suspension plasma sprayed oxide ceramics, for example, have higher coefficients of thermal expansion, lower thermal diffusivity and hysteresis, higher hardness and toughness, and better wear resistance. In this work, Y-PSZ thermal barrier coatings are manufactured by means of SPS using two commercial submicron powders with different particle size distributions. By varying spray parameters, several coating architectures and thicknesses were achieved. The coatings were subjected to a series of thermal and isothermal shocks in order to assess the effect of particle size distribution, layer thickness, and substrate roughness on thermomechanical behavior.