The pores existed commonly in the thermal sprayed coatings. The pore morphology, size and distribution took great effects on the performance of coatings. Therefore, it is very important to characterize pore structures of thermal sprayed coatings. In this work, the characterization means of thermal sprayed coatings’ pore structure were comprehensively reviewed. The often-used image analysis means of pore structure characterization included optical microscope, scanning electrical microscope and transmission electron microscope. Besides these, there were infiltration compression method, gas adsorption and desorption, contact measurement of atomic force probe, 3D ray scanning imaging including X-ray and neutron ray, ultrasonic imaging analysis, and so. The advantage and disadvantage of all kinds of pore characterization means were discussed. The application scopes of each mean were analyzed. The future characterization technology of thermal sprayed pore structure was prospected.