Thermally sprayed ceramic coatings are often tested as free-standing layers to investigate different properties such as thermal expansion coefficient, thermal conductivity, sintering, mechanical behavior, corrosion resistance, gas tightness, or electrical properties. In this paper, four different substrate removal methods were used to obtain free-standing YSZ coatings. At first, spraying on a steel substrate and subsequent dissolution of the substrate-coating interface by hydrochloric acid (HCl) was used. Second, the steel substrate was removed by applying an electrical field via electrochemical corrosion of the surface of the substrate. In a third method, the coating was sprayed on a salt (NaCI) interlayer, which was removed later by dissolution in water. At last, the coating was sprayed on a graphite substrate and the substrate was removed by heat treatment. After the preparation of free-standing coatings, these were characterized using scanning electron microscopy, mercury porosimetry, indentation tests, and room temperature three-point bending tests, which allowed the determination of Young’s modulus and viscosity. The results revealed measurable differences in coating properties as a result of the substrate removal methods, i.e., HCl method led to higher porosity and lower modulus in the YSZ coating.