A vapor deposition material which is a molded body composed of powdery zirconia and a stabilizer, the molded body having a fine structure constituted of a mixture of granules of zirconia particles and non-granulated particles; granules of particle diameter ranging from 20 to 300 .mu.m constitute 20 to 90% of the molded body; the granules of the zirconia particles containing substantially no stabilizer, and being constituted of crystals of a monoclinic phase and a cubic phase with a ratio of the monoclinic phase of 70% or higher; and the particles constituting the granules having an average particle diameter from 0.5 to 15 .mu.m. A process for vapor deposition which employs the above vapor deposition material, and further a member is provided of a base article coated directly, or with interposition of a third film, with a thin zirconia film. The vapor deposition coating material has improved thermal shock resistance on EB irradiation, not causing abrupt boiling of molten matter formed by EB irradiation, being capable of forming stable melt pool, and having a stable evaporation rate.