Suspension Plasma Spraying is a complex process in which several physical mechanisms play a part. So the modeling and understanding of the interaction between a high-velocity and thermal flow and a liquid precursor phase is of major importance concerning the control and characterization of the process. The liquid droplet size distribution has a high influence on the kinetic properties of the as-sprayed nanometer particles before impacting on a target substrate. An overview of existing models is provided dealing with the penetration of the liquid phase into the thermal flame and the resulting fragmentation and vaporization of this phase before impact. The physical characteristics of the flow as well as existing Lagrangian and Eulerian modeling strategies are briefly discussed while paying attention to the physical parameters characterized and measured by numerical simulation. The potential of the various models and also their limits are intended to be highlighted. Future coupled Eulerian-Lagrangian modeling strategies are also proposed for a global and more exhaustive representation of the injection, fragmentation and dispersion part of the two-phase gas-liquid flow before particle impact on the substrate.