Hydrophobic coatings that could survive in harsh environment have a wide range of applications from industry to houseware. However, the state‐of‐the‐art polymer‐based coatings cannot meet such requirements due to their low melting point and poor wear resistance. In this study, we reported a plasma sprayed ceramic coating made of ceria with exceptional hydrophobicity, high‐temperature stability, and good wear resistance. The coating exhibited a water contact angle (WCA) up to 139°, due to the intrinsic hydrophobicity of ceria and unique surface morphology produced by plasma spraying. The WCA only slightly decreased to 131° after annealing at 773 K. In addition, the polished coating (WCA ~ 116°) was still more hydrophobic than the sintered bulk specimen (WCA ~ 95°) with the same composition and roughness, which can be attributed to the surface chemistry change induced by Ar+ ion bombing by plasma. It is believed that such robust hydrophobic coating should have great potential in engineering application.