Without proper post-processing (often using flame, furnace, laser remelting, and induction) or reinforcements’ addition, Ni-based flame-sprayed coatings generally manifest moderate adhesion to the substrate, high porosity, unmelted particles, undesirable oxides, or weak wear resistance and mechanical properties. The current research aimed to investigate the addition of ZrO2 as reinforcement to the self-fluxing alloy coatings. Mechanically mixed NiCrBSi-ZrO2 powders were thermally sprayed onto an industrially relevant high-grade steel. After thermal spraying, the samples were differently post-processed with a flame gun and with a vacuum furnace, respectively. Scanning electron microscopy showed a porosity reduction for the vacuum-heat-treated samples compared to that of the flame-post-processed ones. X-ray diffraction measurements showed differences in the main peaks of the patterns for the thermal processed samples compared to the as-sprayed ones, these having a direct influence on the mechanical behavior of the coatings. Although a slight microhardness decrease was observed in the case of vacuum-remelted samples, the overall low porosity and the phase differences helped the coating to perform better during wear-resistance testing, realized using a ball-on-disk arrangement, compared to the as-sprayed reference samples.