This invention provides a thermal spray material capable of forming a thermal spray coating excellent in plasma erosion resistance as well as in properties such as porosity and hardness. The thermal spray material comprises a rare earth element oxyhalide (RE-O—X) which comprises a rare earth element (RE), oxygen (O) and a halogen atom (X) as its elemental constituents. The rare earth element oxyhalide has a halogen to rare earth element molar ratio (X/RE) of 1.1 or greater.