Provided is a compact thermal spray powder suitable for forming a ceramic thermal spray coating which is compact and excels in durability. The thermal spray powder disclosed herein includes ceramic particles formed of a ceramic material with a melting point equal to or lower than 2000° C. The thermal spray powder is configured such that the peak top of a main peak is in a range of 10 μm or less in a log differential pore volume distribution obtained by a mercury porosimetry, and when the peak top of a second peak is at a fine pore size less than that of the peak top of the main peak, the ratio (H2/H1) of the height H2 of the second peak to the height H1 of the main peak is 0.05 or less.