Potassium sodium niobate ceramics are environmentally friendly piezoelectric ceramics with excellent electrical properties. It is the most promising green piezoelectric ceramic for current applications. Currently, ceramics are needed in the form of thin films or coatings for brakes, sensors, etc. Most of the current ceramic films are prepared by physical vapor deposition and chemical vapor deposition. However, the ceramic layers prepared by the above methods are thin. The thickness of the ceramic layer has a large influence on its mechanical and electrical properties. The coatings prepared by thermal spraying are thicker, but there is no in-depth study about the relationship between the coating thickness and the mechanical and electrical properties of the coating. In this article, four different thicknesses of coatings were prepared by plasma spraying technology, and the relationship between the mechanical and electrical properties of the coatings and the thickness was studied and discussed. The results show that the coating microhardness and residual compressive stress values reach the maximum and the dielectric and ferroelectric properties are optimal when the coating thickness reaches 300 μm. The study of the connection between coating thickness and coating mechanical and electrical properties provides a theoretical study for the application of the coating in practice.