A multilayer ceramic structure is formed by building up a plurality of layers by sequentially coating a substrate with a series of suspensions comprising particles in a fluid medium. A composition of the sequential layers are varied to produce a structure with the desired properties. The thickness of the layers can be controlled by rheological properties of the suspension and/or by the utilization of a gelling or coagulating agent. An advantage of this method is that complete drying between the subsequent coatings is not required.