Inter-lamellae bonding within thermal sprayed coatings is one of the most important factors influencing the properties and performance of coatings. It has been revealed that there exists a critical bonding temperature for a molten ceramic splat to form the bonding to the same splat surface. The erosion behaviors of thermal sprayed coatings are significantly influenced by the interface bonding between lamellae. In this study, the erosion behavior of plasma-sprayed TiO2, Al2O3 and YSZ coatings deposited at different deposition temperatures was investigated. The cross section of plasma sprayed coatings was characterized by the scanning electron microscope. It was revealed that the coatings deposited at room temperature exhibit a typical lamellar structure with numerous unbonded interfaces, whereas the coatings prepared at the temperature above the critical bonding temperature present a dense structure with well bonded lamellae. The erosion rate significantly decreases with the improvement of interface bonding. In addition, the erosion mechanisms of the conventional coatings and the lamellae well bonded coatings were further discussed. The unbonded interfaces act as precracks accelerating the erosion of plasma-sprayed coatings. Thus, controlling inter-lamellae bonding based on the critical bonding temperature is conducive to the improvement of erosion resistance of plasma-sprayed ceramic coatings.