The utilization of hydro machinery components, such as turbine buckets, impellers, and guide vanes, is on the rise due to their capacity to convert water energy into various forms, like mechanical and electrical energy. However, these parts often face the issue of material degradation caused by cavitation erosion. Cavitation involves the formation and collapse of bubbles, leading to cyclic stress on the components and erosion of the material, creating pits on the surface. These pits disrupt the flow of water, reducing the efficiency of the components. To address cavitation erosion, thermal spray coating methods have proven highly effective. These processes involve spraying molten or partially molten particles of desired materials onto the substrate surface to create a protective coating. Therefore, the present work reviews the development of thermal spray coatings for hydro machinery components. Moreover, it studies the effectiveness of thermal spray coatings in lowering cavitation erosion.