The work aims to prepare ZrO2-8%Y2O3 (8YSZ) nano-agglomeration powders for Plasma Spray-Physical Vapor Deposition (PS-PVD) multiphase deposition columnar or dense coating by spray drying method. The 8YSZ nano powders with an average particle size of 20 nm was used as raw material to prepare slurry. The 8YSZ nano-agglomeration powders was prepared by spray drying after ball milling, and the effect of binders (NJ-3) with different contents on the powder was studied. The microstructures of powders and coatings were characterized by TEM and SEM; and the properties of powders and coatings were characterized by XRD, laser particle size and tensile test. The 8YSZ nano-agglomeration powders could be prepared to the spraying powder with high sphericity and small particle size and suitable for PS-PVD multiphase deposition of gas/liquid and solid after being added with dispersant and binder of appropriate types and contents. When the binder content was less than 8%, the sphericity of the powder was low, and there were apparent pit holes on the surface. When the binder content was higher than 12%, the PS-PVD vapor deposition efficiency was low, and the coating quality was poor. When the binder content was 10%, the sphericity of the powder was high (D90=12.24 μm) and multiphase deposition of gas/liquid/solid could be prepared to columnar coating and dense coating with good morphology. The binding strength of columnar coating prepared by vapor deposition reached 33 MPa and m-ZrO2 in the original powder was completely converted to t-ZrO2. When the binder content is 10%, the prepared powder can be fed smoothly, subjected to gas/liquid/solid multiphase deposition and formed to the coating with the best quality. The binder is evenly distributed within the powder and acts primarily as a bond and support and changes the surface morphology of powder. With the increase of binder content, the particle size of the powder after spray drying tends to increase, but changes nonlinearly.