Ultra-high temperature ceramics (UHTCs) are materials defined as having melting points over 3000 °C and withstand temperatures beyond 2000 °C without losing functionality. As service environments become even more extreme, such materials will be needed for the next generation of aeronautic vehicles. Whether it is atmospheric re-entry or sustained hypersonic flight, materials with resistance to extreme temperature will be in demand. Due to the size and shape limitations encountered by current processing methods of bulk UHTCs research of UHTC coatings, specifically thermal spray UHTC coatings, is accelerating. This paper first presents a general summary of UHTC properties, followed by a comprehensive summary of the processing routes and microstructures of current UHTC thermal spray coatings. Then, a detailed review of the oxidation and ablation resistance of UHTC thermal spray coatings is outlined. Finally, potential avenues for the development of new UHTC coating compositions are explored.