There are several well-known industrial spray deposition processes to fabricate coatings on various substrates. However, it is challenging to produce high quality coatings, i.e. coatings that have low porosity, low oxide content, low surface roughness, high hardness, and high bond strength. This invention is fully-dense, nanostructured coatings with tunable feature size, phase composition, and superior mechanical properties, produced by heat-treatment of thermal spray coatings with specified compositional characteristics.