Low-temperature thermal cycling of plasma-sprayed zirconia coatings reveals unique mechanical responses in their curvature measurements, namely nonlinear and cyclic hysteresis, collectively termed as anelastic. These features arise from the inherent layered, porous, and cracked morphology of thermal-sprayed ceramic materials. In this paper, the mechanisms of anelasticity are characterized by crack closure and frictional sliding models, and stress-strain relations of various thermal-sprayed zirconia coatings were determined via an inverse analysis procedure. These results demonstrate process conditions such as powder morphology and spray parameters significantly influence the mechanical behaviors of coatings. The unique anelastic responses can be used as valuable parameters in identifying coating quality as well as process reliability in manufacturing.