In the present study, the zinc powder (-48 µm) was used to deposit coating by cold spraying using nitrogen as driving gas at different operating temperatures. The microstructure of the deposited coating was characterized by optical microscopy, scanning electron microscopy and transmission electron microscopy (TEM) to reveal the occurrence of fusion during the impacting of spray particles. The selected area electron diffraction analysis was used to examine the microstructural feature at the near interface areas between the deposited particles in zinc coating. Numerical simulation was carried out to estimate the particle temperature increment during the impacting process. The simulation result suggests a possibility of the melting of zinc particles at the localized contact region on impact. The examination of the coating surface provided the evidence for the occurrence of the melting of spray particles on impact. The experimental results showed that the cold-sprayed zinc coating presented a dense microstructure. The nano-structural phase was formed at the near interface areas between deposited particles in zinc coating, while the grains in the size of micrometers similar to that in the powder were retained in the inside of the particles in the coating. Moreover, the TEM observation evidently showed that the amorphous phase was formed at the interface areas between the particles. It can be considered that the amorphous phase in the coating was formed through subsequent rapid solidification of the melted material on impact. This fact provided further evidence to the occurrence of localized melting during impacting of spray particles.