In this work, the alumina (Al2O3) and alumina-titania coatings with different contents of TiO2, i.e., Al2O3 + 13 wt.% TiO2 and Al2O3 + 40 wt.% TiO2, were studied. The coatings were produced by means of powder and liquid feedstock thermal spray processes, namely atmospheric plasma spraying (APS), suspension plasma spraying (SPS) and suspension high-velocity oxygen fuel spraying (S-HVOF). The aim of the study was to investigate the influence of spray feedstocks characteristics and spray processes on the coating morphology, microstructure and phase composition. The results revealed that the microstructural features were clearly related both to the spray processes and chemical composition of feedstocks. In terms of phase composition, in Al2O3 (AT0) and Al2O3 + 13 wt.% TiO2 (AT13) coatings, the decrease in α-Al2O3, which partially transformed into γ-Al2O3, was the dominant change. The increased content of TiO2 to 40 wt.% (AT40) involved also an increase in phases related to the binary system Al2O3-TiO2 (Al2TiO5 and Al2−xTi1+xO5). The obtained results confirmed that desired α-Al2O3 or α-Al2O3, together with rutile-TiO2 phases, may be preserved more easily in alumina-titania coatings sprayed by liquid feedstocks.