Potassium-sodium niobate (KNN)-based piezoelectric ceramic coatings with single perovskite phase and dense morphology were obtained by thermal spray processing. The structure, morphology, and properties of the coatings deposited at different conditions were investigated, and excellent piezoelectric performance properties were demonstrated. The piezoelectric coefficient observed in the KNN-based coatings in this study is about one order of magnitude higher than other thermal sprayed lead-free piezoelectric coatings as reported in literature. With analyses on the differences in the characteristics between KNN and lead zirconate titanate (PZT) compositions and the reaction mechanisms of thermal spray and ceramic synthesis, the reasons for the successful formation of single-phase perovskite structure with high crystallinity in the thermal sprayed KNN-based coatings while not in PZT are explained.