For utilization of free-standing ceramic parts produced by plasma spraying it is very important to know the temperature dependence of the linear thermal expansion coefficient and its relation to the porosity of the structure. Zircon ZrSiO4 and gray alumina (96 wt % AI2O3) were plasma sprayed by the water stabilized plasma gun WSP PAL 160. Samples of both materials were cut from thick coatings with respect to their orientation to the gun axis during the gun's horizontal spraying cycling with a constant speed. Thermal expansion coefficients and the differential thermal analysis were performed using SETARAM complex measuring system (up to 1750 °C), the density/porosity was measured by several techniques, such as Archimedean weighing, helium pycnometry, etc. It was found that both, the porosity and the thermal expansion coefficient, change for different locations in the thick deposit due to the varying trajectories of individual particles/droplets in the plasma stream. Measured data for deposits are then compared with data for bulk ceramics. The dependence of the thermal expansion coefficient on porosity in a given location was determined and its general applicability for free-standing plasma spraying is then discussed in the paper.