The invention relates to a novel thermal spray process for the deposition of coatings with a graded or layered composition and the coated articles produced thereby. More particularly, the invention relates to feeding mixtures of coating materials to a thermal spray device and continuously or intermittently changing the composition of the deposited coatings by changing the thermal spray operating parameters. The continuous or intermittent change in the composition of the coating material during deposition creates a graded or layered coating structure.