In the thermal spraying process, the porosity of ceramic coatings contributes directly to the efficiency of the thermal insulation. The size, shape, and distribution of the pores determine the level of both thermal and sintering resistance. In this work, three different atmospheric plasma sprayed (APS) alumina coatings were fabricated with the same spraying parameters using alumina powders with fine, medium, and coarse particle size. The microstructure of the obtained coatings was analyzed regarding the obtained total porosity, pore size, and pore shape. It was found that it is expedient to divide the pore size range into fine, medium, and large sizes. The shape was characterized with regard to the circularity aspect. In this way, all types of cracks can be considered as oblate pores and were included in the calculation of the total porosity. In the case of using fine feedstock powder, the densest coatings were produced among all coatings, and the fraction of fine pores and cracks are thereby substantially higher. However, the total porosity increases with increasing feedstock powder size. A connection was also made between thermal insulation and porosity fraction which includes fine pores and cracks.