LaMgAl₁₁O₁₉ (LMA) coating prepared by atmospheric plasma spraying has large amounts of amorphous phase, which seriously affects the service life of coating. Effects of microstructure, such as grain size, porosity and amorphous phase content, on mechanical, thermophysical and thermal shock resistance properties of LMA coatings after heat-treatement at 900-1600 ℃ for 12 h were investigated. The results show that the as-sprayed LMA coating possesses two crystallization temperature points, 900 and 1163 ℃. After heat-treatement at 900 ℃, the lowest thermal diffusivity of 0.53 mm²/s was obtained for LMA coating at 1000 ℃ due to the large amount of amorphous phase and the highest porosity of (18.88±2.15)%. LMA coatings, heat-treated at 1100-1400 ℃, exhibited higher hardness owing to reduced amorphous content and porosity through recrystallization and sintering with the maximum hardness of (12.08±0.58) GPa at 1100 ℃. After heat-treatement at 1300 ℃, the coating displayed the highest average thermal cycling life (588 times), which attributed to abundant micron flake crystals with high strain tolerance. When the heat-treatment temperature reached 1500 ℃, the grain thickness increased rapidly due to parallel stacking of lamellar crystals, porosity increased and mechanical properties significantly decreased. During the thermal shock, grain breaking and crack propagation occurred in the coating due to the repeated thermal stress, resulting in final failure of the coating.