Thermally sprayed coatings exhibit a lamellar structure with a bonding ratio less than 32% when a coating is deposited at ambient temperature. The lamellar bonding is one of the most important factors controlling the mechanical, thermal and electrical properties of the coatings. However, it is not clear why only limited lamellar bonding exists in a thermal spray coating even though many studies have been focused on the formation of bonding. In our previous study, it was found that there exists a critical deposition temperature for depositing ceramic splats to form the bonding with the underlying identical substrate, i.e., critical bonding temperature. Moreover, the critical bonding temperature is related to the interface temperature prior splat solidification which is determined by the glass transition temperature of splat material. In the present study, the critical bonding temperature and its relationship with interface temperature are used to understand the limited lamellar bonding ratio in a coating. A numerical simulation model involving heat transfer among depositing splat was proposed to establish the sufficient condition for liquid splat to form the bonding with the underlaying splats. The non-uniform splat thickness model was established to calculate theoretically the interface bonding formation. The calculation based on the model yielded a bonding ratio of 38.5% which agrees reasonably with the observed maximum interface bonding ratio.