In this work, non-wetting yttrium oxide coatings were deposited in one step via the solution precursor plasma spray process. Different coating microstructures and surface structures were formed by simply changing the solvents and concentrations of the solution, which included highly dense blocky structures, pillar structures with inter-pillar gaps, cluster structures, and bump structures. The effects of solvents and concentrations on the solution behaviors in the plasma jet were analyzed, which elaborated the formation of different microstructures and surface structures. The as-sprayed coatings were superhydrophilic, while the coatings spontaneously transitioned to hydrophobic/superhydrophobic during air exposure. The water contact angles (WCAs), roll-off angles (RAs), and durability of hydrophobicity of different coatings were characterized, which showed close correlation with the surface structures. The hierarchical pillar-structured coatings showed the best hydrophobicity with WCAs of similar to 156 degrees, RAs of similar to 3 degrees, and complete droplet rebounding behavior. The surface compositions of the superhydrophilic as-sprayed coatings and superhydrophobic air-exposed coatings were investigated, revealing the adsorption of airborne hydrocarbons resulted in the spontaneous hydrophobicity transition. The one-step fabrication of ceramic coatings with spontaneous hydrophobicity transition significantly promoted the practical applications of superhydrophobic surfaces.