The adhesion mechanism of deposits/substrate interface prepared by cold spray method has not been fully understood up to now. It seems that the adhesion strength is mainly determined by the mechanical (including the plastic deformation of particle and substrate) and thermal interaction between the particle and substrate when the particles impact onto the substrate with a high velocity. In order to understand the adhesion mechanism, the influences of particle impact velocity on the adhesion strength were investigated in this study. The particle velocity was obtained with DPV-2000 measurement and CFD simulation. The relationships between the adhesion strength of deposits/substrate interface and particle velocity were discussed. The results show that greater adhesion strength can be obtained with the increase of particle velocity. There are two available ways to improve the adhesion strength. One is to increase the temperature of working gas, and another is to employ helium gas as the working gas instead of nitrogen gas.