In this study, YSZ coatings were deposited on different substrate materials (stainless steel and aluminum) using suspension plasma spray (SPS) technique. The effects of substrate properties (material, surface topology, temperature, and thickness) on the formation of coatings were investigated. The results showed that, with the identical spray parameters, the porosity is higher for the coatings deposited on aluminum than that on stainless steel due to the high thermal transfer ability of the former substrate material. The SEM results revealed that the microstructure of as-prepared coatings could be tailored from the vertical cracked structure to the columnar structure by increasing the substrate surface roughness and their formation mechanisms were discussed. The substrate preheating temperature has an influence on the microstructure of the coatings, especially in the interfacial region and increasing the substrate temperature is an effective means for reducing the interface defects in the coatings. With the increase of the substrate thickness, the quantity of the vertical cracks in the coatings is reduced and their width becomes narrower.