In this paper, the interface between yttria stabilized zirconia (Y0.08Zr0.92O2, YSZ) electrolyte and Sr-doped lanthanum manganite (La0.80Sr0.20MnO3, LSM) cathode for solid oxide fuel cells (SOFCs) is studied. For such a purpose, the combination of a suitable synthesis route for obtaining fine powders and simple aqueous colloidal shaping routes is proposed. The synthesis of nanosized particles of La0.80Sr0.20MnO3 by a citrate route and their full characterization, including the colloidal stability and the densification and phase development determined by X-ray diffraction and electron microscopy at different temperatures, is reported. In a second step, YSZ tapes were obtained by aqueous tape casting and used as substrates for the preparation of LSM coatings by dip-coating using aqueous slurries. YSZ tapes were used either in the green state or after a pre-sintering treatment. Co-sintering at 1350 °C led to a sharp interface with excellent adhesion, also achieved when coating pre-sintered tapes. In both cases, the substrates are dense and the coatings are porous, with thicknesses of 85 and 60 μm for green and pre-sintered tapes, respectively. No diffusion of Zr and Y occurs at the LSM layer, but some diffusion of La and Mn towards the YSZ layer takes place.