Yttrium oxide was sprayed by a plasma torch using a coarse thermal spray powder, which must be in size range of tens of micrometers to ensure good penetration into the plasma stream. Thick coatings on steel substrates were produced with two sprays systems facilitating gas stabilized plasma (GSP) and hybrid water-argon stabilized plasma (WSP–H) techniques. Additionally, an ultra-fine yttrium oxide powder was sprayed from a suspension. Hybrid water-argon stabilized plasma system was used for this purpose. Markedly thinner compact coatings were produced this way. All three sorts of plasma sprayed deposits were studied by the same methods. Dielectric properties were studied in a broad range of frequencies and temperatures. The microstructure aspects as well as crystallite size were analyzed and discussed in relation to electrical properties. All coatings exhibited stable dielectric parameters versus changing frequency and temperature, comparable with literature values for various samples. Concerning sintered bulks, and especially their thermal stability of capacitance, the plasma sprayed coatings were slightly worse. However due to shape and size variability of the plasma spraying are yttria coatings prospective for technical applications.