This review is concerned with the thermophysical propertieS of thermally sprayed metallic and ceramic materials. The properties discussed are the temperature dependent thermal conductivity, diffusivity, specific heat, specific mass, and emissivity which are prerequisites to solve the differential heat conduction equation with its related boundary conditions. These coefficients are evaluated for ceramics such as ZrO2 stabilised with various oxides (Y2O3, CaO, MgO, SiO2, SrO2), Al2O3, and Cr2O3: metals such as Mo; alloys such as Ni-Cr, Ni-Al, Ni-Cr-Al, Ni-Cr-Al-Y, Ni-Co-Cr-Al-Y; and, finally, the cermets Mo-ZrO2 and Ni-Al-ZrO2. A thermal contact resistance between ceramic coating (ZrO2) and metallic bond layer (Mo or Ni-Al) is also estimated. These thermophysical coefficients are correlated with some characteristics of the materials used for thermal spraying, with the operating conditions of coatings' deposition process and with the microstructure of the sprayed material as well as other related properties. The fundamentals of the heat conduction process, and the methods used for the thermophysical properties investigations are briefly discussed. Finally, a few examples of the heat conduction equation solution, describing typical technological applications of thermally sprayed coatings, are given.