Laser beam dispersion affects the resolution of Raman and photo-stimulated luminescence piezo-spectroscopy measurements of transparent materials. In this paper, we investigate the lateral spreading of the laser beam and the axial sampling depth of Raman spectroscopy measurements within thermal sprayed yttria-stabilized zirconia (YSZ) thin coatings. The lateral diameters of the laser beams (λ = 632.8 nm and 514 nm) reach approximately ∼160 µm after travelling through a thickness of 200 µm of air plasma sprayed (APS) YSZ and ∼80 µm after travelling through 120 µm of electron beam physical vapour deposited YSZ. The Raman spectroscopy sampling depth was found to be between 30 and 40 µm in APS YSZ. The beam dispersions within these two coatings were simulated using the ray-tracing software ZEMAX to understand the observed scattering patterns. The results are discussed with respect to the application of these two spectroscopic techniques in multi-layered thermal barrier coating systems.