The influence of plasma spraying parameters on the mechanical properties of coatings has been studied. ZrO2-Y2O3 coatings were sprayed onto stainless steel and aluminium substrates at temperatures of about 75°C and 225°C. An original set of samples, facilitating the measurement of substrate deflection, was used to evaluate the effect of thermal cycling under different spraying conditions. In order to correlate thermal cycling values and mechanical properties to coating microstructure, the coatings were impregnated with low-viscosity resin and examined under a confocal microscope. The results reveal the influence of spraying temperature, substrate properties, and torch-substrate velocity on coating damage.