The development of gas turbine technology has led to an increase in the complexity of the geometric shape of the sprayed workpiece. Consequently, it has become more difficult to maintain the perpendicularity of the spraying angle during the spraying process, thereby impacting the structure and performance of the coating. This study uses the atmospheric plasma spraying method to simultaneously spray two types of powder for the preparation of embedded micro-agglomerated particle (EMAP) coatings. The spraying process is conducted at four different angles, ranging from 90° to 30°, in order to analyze the influence of the spray angle on the particle deposition and coating performance. The experimental results demonstrate that the relative deposition efficiency, hardness, and elastic modulus of the EMAP coatings decreased as the spray angle decreased. The porosity exhibited a reduction when the spraying angle dropped from 90° to 50°, followed by a significant rise at 30°. The greatest relative amount of second phase particles embedded in the coating appeared at a spraying angle of 90°, amounting to 10.8%. The smallest amount was found at a spraying angle of 30°, with a relative quantity of 2.2%. Furthermore, the molten droplets of the first phase matrix powder underwent extension and fragmentation along the angular direction at low angles. At an angle of 90°, the maximum average thermal shock life was 40.6 cycles, with the best stability of thermal shock life. The decrease in the spraying angle resulted in a deterioration in both the thermal shock life and its stability.