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Aerosol deposition (AD) is a coating technique wherein particles are impacted onto a target substrate at reduced pressures, and supersonic particle impact velocities lead to coating consolidation. The limiting step in AD application is often not supersonic deposition operation, but aerosolization of powder particles with the proper size distribution; the translational impact velocity is strongly size‐dependent. It is demonstrated that by directly synthesizing particles in the gas phase, size‐controlled ceramic particles can be injected into AD systems. This in situ formation step obviates the need for particle aerosolization. Ultrasonic spray pyrolysis (USP) is applied to produce yttria‐stabilized zirconia (YSZ), and USP is directly coupled with AD to produce consolidated, thick, YSZ coatings on metal substrates. USP‐AD yields YSZ coatings on stainless steel and aluminum substrates with porosities <0.20, which grow to thicknesses beyond 100 μm. Aerodynamic particle spectrometry and electron microscopy reveal that the depositing particles are 200 nm–1.2 μm in diameter, though each particle is composed of nanocrystalline YSZ. Supporting computational fluid dynamics calculations demonstrate that the YSZ particle impact speeds are above 300 m s⁻¹. Thermal conductivity measurements demonstrate that USP‐AD coatings have conductivities consistent with those produced from high‐temperature processes.