Cathodes for thermally activated (“thermal”) batteries based on CoS2 and LiCl–LiBr–LiF electrolyte and FeS2 (pyrite) and LiCl–KCl eutectic were prepared by thermal spraying catholyte mixtures onto graphite–paper substrates. Composite separator-cathode deposits were also prepared in the same manner by sequential thermal spraying of LiCl–KCl-based separator material onto a pyrite-cathode substrate. These materials were then tested in single cells over a temperature range of 400–600°C and in 5-cell and 15-cell batteries. A limited number of battery tests were conducted with the separator-cathode composites and plasma-sprayed Li(Si) anodes—the first report of an all-plasma-sprayed thermal battery. Thermal-spraying offers distinct advantages over conventional pressed-powder parts for fabrication of thin electrodes for short-life thermal batteries. The plasma-sprayed electrodes have lower impedances than the corresponding pressed-powder parts due to improved particle–particle contact.