Aerosol deposition method (ADM) for shock-consolidation of fine ceramics powder to form dense and hard layers is reported. Submicron ceramic particles were accelerated by gas flow in the nozzle up to velocity of several hundred m/s. During interaction with substrate, these particles formed thick (10 ∼ 100 μm), dense, uniform and hard ceramics layers. Experiments were fulfilled at room temperature. The results of fabrications, microstructure and mechanical properties of oxides (Al2O3; (Ni,Zn)Fe2O3; Pb(Zr0.52,Ti0.48)O3 and non-oxide (AlN; MgB2) materials are presented. Every layer has polycrystalline structure with nano-meter order scale.