An aqueous nitrate-based precursor solution was deposited on stainless steel substrate by spray pyrolysis to produce thick lanthanum zirconate coatings for thermal barrier coating application. The as-deposited, dried, and further annealed coatings were characterized by thermogravimetry, Fourier transform infrared spectroscopy, X-ray diffraction, and scanning electron microscopy. The influence of the substrate temperature on the film formation and microstructure has been carefully studied for a better understanding of the deposition mechanisms. A temperature range corresponding to the deposition of an ionic salt liquid was found to be critical to obtain thick crack-free green coatings. Further heat treatment was necessary to decompose the nitrate species into an oxide coating with a fine porous microstructure.