In this study, the impact melting phenomenon at the interfaces of particles deposited by cold spraying and its effect on coating microstructure were examined. Different powders with various thermal and mechanical properties were selected as feedstock. They are respectively Al2319, Ti, Ti-6Al-4V, Ni and MCrAlY powders. The results showed that most of the sprayed materials possibly experienced local melting at the contact interfaces of particles under certain gas conditions. Low melting point and reaction with the atmosphere are the two main factors contributing to the impact fusion during cold spraying. The results indicated that the local melting would benefit the formation of the metallurgical bonding between the deposited particles and enhance the coating adhesion.