A novel TiO2−ZnFe2O4 coating was prepared by plasma spraying. The effects of spraying parameters and the composition of powders on the microstructure and surface morphology of plasma sprayed coatings are studied. The photocatalytic efficiency of the as-sprayed coatings was evaluated through the photo mineralization of methylene blue. It was found that TiO2 coatings can decompose methylene blue under the illumination of ultraviolet rays, and the degrading efficiency is improved with an increase in the content of FeTiO3 in the coatings. However, the presence of a large amount of ZnFe2O4 compound will substantially lower the photocatalytic efficiency of the TiO2−ZnFe2O4 coatings for the unfavorable photo-excited electron-hole transfer process.