Dense gadolinium doped ceria (GDC) electrolyte thin films were prepared on porous NiO-GDC substrates by spray coating process. Microstructure of the GDC thin films and effect of preparation process on the microstructure were examined. SEM results show that uniform and dense GDC thin films with a thickness of approximately 1 μm were successfully prepared on porous NiO-GDC anodes. Anode-supported single cell with the thin GDC electrolyte film was tested using humidified hydrogen as a fuel, and exhibited relatively high electrical performance at low operating temperature (the maximum power density of 135 mW/cm2 at 600 °C). This means that the thin GDC film may be applicable to an electrolyte for anode-supported SOFCs. The experimental results suggest that the spray coating method developed in this study may offer a useful route for preparing thin and dense electrolytes of SOFCs.