It has been surprisingly found that injecting ceria-based particles (mean size less than 200nm) suspended in a combustible organic solvent into a plume having a maximum temperature between about 2,600°C and 4,000°C to impart a mean temperature to the particles from about 2,600°C to about 3,800°C, and to accelerate the particles to a mean velocity between about 600 to 1000 m/s, produces a thin, uniform, dense, crack-free, nanocrystalline ceria-based coating, which may be applied on porous cermet or metal substrate, for example. The physical environment of a high-velocity oxy-fuel (HVOF) thermal spraying gun suitably deployed using standard fuels produces these conditions. The method of the present invention is particularly useful for the cost-effective fabrication of ceria-containing electrolytes for solid oxide fuel cells (SOFCs).