Molten particles in a thermal spray land on a rough surface, coalesce with each other and freeze to form a coating. Surface tension prevents liquid splats from completely filling crevices in the substrate, forming pores. An analytical model is developed to estimate the volume of such pores by calculating the equilibrium shape of a liquid meniscus pressing down on a surface asperity. Predictions from the model are compared with experimental results for the volume of voids formed under plasma sprayed yttria stabilised zirconia (YSZ) particles (average diameter 18 mu m) landing with an average velocity of 250 m/s on patterned silicon surfaces that had vertical posts on them. The model predicted, to within an order-of-magnitude, the volume of voids on a surface in which the posts were tall (3 mu m high) and closely spaced (1 mu m apart), where pores were principally formed by incomplete filling of gaps.