Solid-oxide fuel cell components were fabricated using an atmospheric plasma spraying method. Lanthanum strontium manganite (LSM), 8 mol% yttria-stabilized zirconia (8YSZ), ceria (CeO2), and YSZ-NiO powders were used as feedstock materials for layered deposition of cathode, electrolyte, and anode, respectively, to make a complete cell. In this work, two types of electrolyte materials were investigated, viz., 8YSZ and the one containing 10 wt.% CeO2. Because a high densification is expected in the solid oxide electrolyte (as opposed to observed porosity of ~27%), current work focuses only on the nanomechanical evaluation of the same. Scanning electron microscopy (SEM) images show the retention of nanocrystallinity in the plasma-sprayed deposits. Elemental analyses via energy-dispersive spectroscopy revealed chemically distinct identities of the cell components ruling out diffusion or reaction at the boundaries. Porosity values vary between 29.0% and 35.4% in anode and 42.9–48.4% in cathode, indicating appreciable achievement for high performance of electrode materials. The addition of 10 wt.% ceria to 8YSZ has shown enhancement in the elastic modulus and hardness of the electrolyte material by 18.4 GPa and 1.6 GPa, respectively. Theoretical estimation of thermal conductivity of the plasma-sprayed materials has been found to be in the order of 2.27–4.45 W/mK.