Cold-spraying has been developed as a high-quality metallic coating process. Recently, it became possible to fabricate a brittle ceramic coating using a particular nano-structured powder. In order to improve and control the process, the bonding mechanism should be understood. In this study, the bonding mechanism between cold-sprayed TiO2 particle and stainless steel substrate was investigated by cross-section observation and quantitative adhesion strength measurement for the individual particles. The adhesion strength was measured by the combination using of scanning probe microscope (SPM) imaging and nano scratch test. The result clearly revealed a correlation in adhesion strength with splat diameter. The smaller splat diameter exhibited higher adhesion strength, though it is generally difficult to penetrate the cold-sprayed small particles through a shock wave formed in front of the substrate. The cross-section microstructure of the splats prepared by focused ion beam (FIB) showed the particular deposition behavior of the TiO2 particle. The collided particle didn’t deform the substrate surface and deformed the particle itself. The bottom center of the splat is densified by the deformation and the other parts maintain the porous structure or broke up. Hence the higher adhesion strength of smaller splat was caused by this typical TiO2 deposition behavior.