The mechanical properties of plasma sprayed metals and alloys are important in most applications. It a posttreatment by forming of plasma deposited coatings is required, their response to compressive loading is decisive. This paper is concerned with the compressive behaviour of two high-alloy steels sprayed by a water stabilized plasma gun. Martensitic (13.2 % Cr) and austenitic (19.6 % Cr, 11.6 % Ni) steels were plasma sprayed onto plain steel substrates. Small cube-shaped test samples were cut out of thick coatings by an electrospark technique. Compressive load was applied along axes parallel and perpendicular to the substrate and coating surfaces. In addition, comparative samples of bulk steels produced by conventional metallurgy were tested. The compressive behaviour of the as-sprayed martensitic steel was anisotropic at room temperature, i.e. dependent on the orientation of the compression axis. As a result of compression, the splat shapes changed in a manner depending on the orientation of the compression axis. The room temperature compression tests showed that the yield stress of this steel was decreased and the anisotropy was reduced by annealing after plasma spraying. At room temperature, the anisotropy of the as-sprayed austenitic steel and the effect of annealing were less pronounced in comparison with the martensitic steel. Very low values of the yield stress were observed in both steels compressed at the annealing temperature. In spite of the presence of oxide films enveloping each splat, the coatings were prone to considerable plastic deformation, in particular if compressed along the axis perpendicular to the surface.