Alumina and yttria coatings, manufactured by suspension plasma spraying, were investigated to understand the “material effect” in the coating building. Some particle image velocimetry measurements were carried out to evaluate the particle velocities into the plasma. Some particle collections were performed to get information on their molten state. Splats were observed by scanning electron microscopy (SEM) and their dimensions were measured with an interferometric profilometer. Coating cross sections were finally observed by SEM and porosity rates were evaluated by image analysis and ultra-small angle X-scattering. This study revealed no real difference between the two materials concerning particle velocity. However, splat analyses highlighted a better flattening ratio for yttria particles, due to a lower difficulty to melt of this material. This property seems to enhance particle vaporization whose condensates are found on coating surface. These observations explain the difference of pore size distributions observed for both coatings.