Spray pyrolysis has been applied to deposit a wide variety of thin films. These films were used in various devices such as solar cells, sensors, and solid oxide fuel cells. It is observed that often the properties of deposited thin films depend on the preparation conditions. An extensive review of the effects of spray parameters on film quality is given to demonstrate the importance of the process of optimization. The substrate surface temperature is the most critical parameter as it influences film roughness, cracking, crystallinity, etc. Processes involved in the spray pyrolysis technique are discussed in this review as well.