Thermal spraying (TS) is increasingly used to deposit thick wear resistant coatings on machine and equipment parts. Therefore, it is of uttermost importance to know their mechanical properties in order to tailor and optimize the coatings for various applications. Typically properties of the thermal sprayed coatings are inferior as compared to corresponding bulk materials for various reasons. Furthermore, measurement of mechanical properties of coatings is much more tedious and difficult than deriving bulk properties. In this paper, mechanical properties of alumina based nanocrystalline coatings and the measurement techniques developed are reported. A model relating the microstructure of the sprayed coatings and their properties is introduced and discussed.