The authors performed a time-dependent, three-dimensional numerical simulation of a non-transferred DC plasma spray with externally applied magnetic fields. Compressible Navier-Stokes equations with MHD source terms and Maxwell's equations were used as the governing equations for plasma flows. In the simulation, two operating conditions, electric currents and strength of externally applied magnetic fields, were parametrically varied in a range of 300 A to 500 A and 0.2 T to 0.8 T, respectively. Numerical results show that the application of strong magnetic fields such as 0.4 T and 0.8 T is recommended for an anode arc rotation leading to elongating an anode lifetime. A voltage variation due to the anode arc rotation shows periodic behavior with a small amplitude, which is expected to be good for plasma spraying processes. Lagrangian approach was used to track injected particles in the plasma jet and the particle temperature and position distributions on a cross section normal to the central axis of spray were studied. Swirl flows induced by the arc rotation hinder the particles from reaching the hot plasma jet. Our numerical results demonstrated that injecting particles in the opposite direction to the swirl flow is an effective way to heat the particles.