Nano-structured coatings should exhibit better properties than micro-structured coatings because of a high volume fraction of internal interfaces. Since the mid-nineties a large body of works have been devoted to suspension and solution plasma spraying for the deposition of finely and even nanometerstructured coatings. The aim of this paper is to take stock of our present knowledge in the field of suspension plasma spraying that is, at the moment, essentially used for oxide ceramic coatings. It will first tackle the injection of the suspension in the plasma jet and the behavior of nano or sub-micro-meter particles processed in the plasma jet core involving the liquid breakup and vaporization that releases the solid particles from the solvent droplets. It will, then, deal with the plasma torches and liquid feeding systems available to suspension spraying. It will finally discuss the key characteristics of suspensions (solvent, dispersant, and particle morphologies), designing of coating microstructure, and potential industrial applications, with the developments requested to cope with these applications.