Thermochemical water splitting stands out as the most efficient techniques to produce hydrogen through electrolysis at a high temperature, relying on a series of chemical reactions within a loop. However, achieving a durable thermochemical cycle system poses a significant challenge, particularly in manufacturing suitable coating materials for reaction vessels and pipes capable of enduring highly corrosive conditions created by high‐temperature molten salts. The review summarizes thermally sprayed coatings (deposited on structural materials) that can withstand thermochemical cycle corrosive environments, geared towards nuclear thermochemical copper–chlorine (CuCl) cycles. An assessment was conducted to explore material composition and selection (structure–property relations), single and multi‐layer coating manufacturing, as well as corrosion environment and testing methods. The aim was to identify the critical areas for research and development in utilizing the feedstock materials and thermal spray coating techniques for applications in molten salt thermochemical applications, as well as use lessons learnt from other application areas (e.g., nuclear reaction vessels, boilers, waste incinerators, and aero engine gas‐turbine) where other types of molten salt and temperature are expected. Assessment indicated that very limited sets of coating‐substrate system with metallic interlayer is likely to survive high temperature corrosive environment for extended period of testing. However, within the known means and methods, as well as application of advanced thermal spray manufacturing processes could be a way forward to have sustainable coating‐substrate assembly with extended lifetime. Spraying multi‐layered coating (nano‐structured or micro‐structured powder materials) along with the application of modern suspension or solution based thermal spray techniques are considered to result in dense microstructures with improved resistance to high temperature thermochemical environment.