The cold gas dynamic spray process offers a unique advantage to form composite coatings by applying powder mixtures. The powder mixture constituents are supposed to interact with each other during impact. In this study, Al and Cu-based powder mixtures are used with the aim to define specific features of the coating formation. Composite coatings with different Al2O3, SiC, and Ti content are sprayed. Impact behavior of various powder mixtures is analyzed based on scanning electron microscopy images. The Al2O3 and SiC phases of the initial powder are found to be fractured on impact and preserved in the coatings. Another advantage of the kinetic spray process is the ability to mix materials which would normally react with each other and form a composite coating. Some experimental data of such reactions are discussed. Within the composite coating, each constituent changes the initial properties of the sprayed powder material: for example, the soft matrix is strengthened, and hard particles are fractured. The fracture and deformation behavior of the particles and their reactions induced by the impact are determined by micromechanical tests and EDX analysis. Morphology, physical and mechanical properties of the sprayed coatings are discussed.