Plasma spray–physical vapour deposition uses finely agglomerated spherical powders as raw materials; these powders undergo a complex process of dispersing–melting–evaporation–condensation in high-temperature and high-speed plasma jets to attain the desired physical phase and high-performance columnar-like structure thermal barrier coatings. Currently, the interactions between the powders and the jets have not been fully disclosed. The article examines the crushing strength of powders with various particle sizes and properties. To further elaborate the crushing process, discrete element simulation was used. Additionally, powder spray deposition experiments were conducted to disclose the association between powder properties and the efficiency of coating deposition. The findings indicate that the stiffness of the powder and the size of the internal particles have an impact on the crushing strength of the powder. The stronger the bond strength caused by greater powder stiffness, the more effective the dispersion effect becomes. Furthermore, the smaller the particle size, the higher the compressive and collapse strength. Therefore, the greater the crushing strength of the powder, the higher the rate of powder deposition.