With the use of special technological techniques (layer-by-layer spraying, air cooling and substrate temperature control), the technologically complex problem of applying plasma coatings of increased thickness with high adhesive strength has been solved. The difficulty of solving this problem is due to the occurrence of micro-stresses in the coating during spraying, the difference in the values of the coefficient of thermal expansion of the substrate and the coating, the accompanying heating during plasma treatment, as well as the warping of thin-walled parts during spraying. The regularities of the formation of a coating of zirconium dioxide with a thickness of ~1 mm during high-energy plasma spraying of a powder mixture ZrO2 +7% Y2O3 with a spherical morphology of particles have been studied. The structural-phase state of the coating is investigated. It is established that with this method of spraying, a layered hierarchy of the coating is formed with a columnar shape of zirconium dioxide grains in the interlayers. The effect of the plasma flow stimulates the partial phase transformation of the tetragonal phase T-ZrO2 into the cubic K-ZrO2. To study the adhesive strength of the coating, different methods were used: scratch test, Rockwell test and low-cycle fatigue tests. The high adhesive strength of the adhesion of the investigated coating to the substrate is shown since no detachment from the substrate occurred during any type of testing. In sclerometry, the cohesive mechanism of destruction due to microscopes prevails, affecting only the surface layers (5–10 microns thick) of the coating. The Rockwell test demonstrated the best crack resistance score and a sufficiently high plasticity of the coating. Cyclic vibration tests based on 250,000 cycles showed that microcracks are formed at the boundary with the sublayer. The coating of increased thickness can be used both for protection against high-temperature exposure and against mechanical wear of parts in power and aviation engineering.