Pb(Mg1/3Nb2/3)O3-Pb(Zr0.48Ti0.52)O3 coatings were obtained by supersonic plasma spray. With subsequent heat treatment, compact structure and typical tetragonal phase were obtained, and therefore dielectric performance (εr≈915 at ambient temperature) have been significantly improved. The reason for successfully promote the properties is attributed the elimination of defects, amorphous and pyrochlore phase. Detail analyses were conducted on the variation of defects (pores and micro-cracks) and phase (amorphous, pyrochlore) of coatings after treated at elevated temperature. With the analyses, the existence of pyrochlore phase and ZrO2 are attributed to the incongruent melting behavior. Inhibition of grain growth is attributed to the accumulation of ZrO2 in the grain boundary. The results also suggest the subsequent change from pseudocubic to tetragonal at elevated temperature.