Rietveld analysis has been successfully used to characterize plasma-sprayed PSZ coatings in a study of the structural stability of 8 wt. % Y2O3–ZrO2 powders and 23 wt. % CeO2/3 wt. % Y2O3–ZrO2, sprayed onto steel substrates. The ceramics were examined in powder form prior to spraying, as-sprayed and after a series of high-temperature soaks at temperatures relevant to those found in heat engines. The study showed that the Y2O3–ZrO2 powders consist of mixtures of the cubic (as the minor phase) and tetragonal (major phase) zirconia and the cubic zirconia polymorph, whereas the as-sprayed materials contain only the tetragonal (major phase) and monoclinic polymorphs indicating that the cubic phase has been lost by transformation. The CeO2–ZrO2 powders consist of a mixture of cubic, tetragonal (major), and monoclinic polymorphs of which the monoclinic phase disappears after plasma spraying. After extended thermal cycling, the Y2O3–ZrO2 coatings did not alter in phase composition whereas the CeO2–ZrO2 coatings became entirely tetragonal.