The phase and microstructure of four kinds of plasma sprayed TiO2 coatings (P25, ST, NK, KT) were characterized by XRD (X-ray Diffraction), FE-SEM (Field Emission Scanning Electron Microscope) and TEM ( Transmission Electron Microscopy). Their photocatalytic properties were discussed in relation to phase composition and microstructure. The FE-SEM observation results reveal that there are quite a number of nanoparticles on the surfaces of all four kinds of plasma sprayed TiO2 coatings, which provide photocatalytic reactive sites. Based on the observation results of FE-SEM and TEM, the microstructure schematic of plasma sprayed TiO2 coatings using nanoparticles as feedstock is suggested. The best photocatalytic property of P25 coating among the four plasma sprayed TiO2 coatings is attributed to the combination of its fine “cauliflower” structure and the highest anatase content.