Spray pyrolysis is a versatile technique utilized for producing nanostructured powders and thin films of various materials such as metal oxides, metal chalcogenides, alloys, and composites. Even though the method was first recognized to produce nanostructured powder materials, it was explored extensively later for thin film deposition, as spray pyrolysis deposition. It is a facile method which yields homogeneous, scalable, and reproducible thin films of high quality. The deposition method can be classified depending on the types of atomization methods used to produce the spray or based on the energy source of the precursor for deposition. The properties of the thin films vary with the deposition process and parameters. In this chapter, we introduce the spray pyrolysis deposition method and its basic experimental set-up, followed by a brief description of its classification. Further, the process parameters and their effect on the characteristics of the films are discussed. Finally, the applications of the deposited films for energy storage, conversion, gas sensing, and catalysis are reviewed.