Wollastonite coatings were deposited using an atmospheric plasma spraying technique. The microstructure and phase compositions of the coating before and after heat treatment were investigated using scanning electron microscopy (SEM), x-ray diffraction (XRD), and differential thermal analysis (DTA) technologies, respectively. In addition, the coefficient of thermal expansion and thermal diffusivity of the coating were also investigated. Crystalline wollastonite, glassy phase, and tridymite (SiO2) were observed in the coating. Tridymite (SiO2) likely reacted with other composites such as CaO and glassy phase to form crystalline wollastonite when the coating was heated at about 882 °C. During the first thermal cycle, the coefficient of thermal expansion of the coating decreased dramatically between 700 and 850 °C and the thermal diffusivity of the coating was 2.7–3.1 × 10−3cm2/s between 20 and 1000 °C. During the second thermal cycle, the coefficient of thermal expansion of the coating increased slightly between room temperature and 1000 °C and the thermal diffusivity of the coating increased by about 20% compared with that of the first thermal cycle. The atmospheric plasma sprayed Wollastonite coating may be used as thermal barrier coating.