All-solid-state sodium-ion batteries (ASS-SIBs) have great potential for application to large-scale energy storage devices due to their safety advantages, which are avoiding flammable organics and the abundance of sodium. In this study, plasma spraying was used to deposit Na3Zr2Si2PO12 (NZSP) electrolyte to assemble high-performance ASS-SIBs. NZSP electrolyte layers were deposited at different spray conditions using NZSP powders in various particle sizes. The factors influencing the microstructure and compositions of NZSP layers were examined by characterizing the compositions of splat and cross-sectional microstructures of the deposits. It was found that the preferential evaporation loss of Na and P elements occurs severely to result in a large composition deviation from initial powders and spray particle size is a key factor that dominates their evaporation loss. The APS NZSP electrolytes present a dense microstructure, which is attributed to the low melting point of NZSP. The apparent porosity of the as-sprayed NZSPs was lower than 3%. The effect of annealing on the microstructure of APS NZSP was also investigated. With the increase in annealing temperature, the conductivity of the electrolyte increased and reached 1.93 × 10−4 S/cm for F-NZSP-1000 °C at 200 °C.