It has been well accepted that thermal sprayings present a typical lamellar structure with limited lamellar interface bonding. It has been a great challenge to deposit a fully dense coating with fully bonded lamellae. In this report, three different novel approaches are introduced to deposit fully dense ceramic coatings and metal alloy coatings. With the deposition of a specific ceramic coating, it was found that there exists an intrinsic bonding temperature corresponding to the glass transient temperature of spray material. A chemical bonding is formed at the interface upon splatting of a molten ceramic droplet, as far as the maximum interface temperature between the spreading splat and the solid splat reaches over the intrinsic bonding temperature. Moreover, it will be presented that a simple critical bonding temperature in a linear relation with the melting point of coating materials can be utilized to deposit fully dense ceramic coatings by controlling the deposition temperature. Furthermore, with metal alloy coatings, a self-bonding mechanism is proposed utilizing the ultrahigh temperature molten droplet for dense coating with fully bonded lamellae. Using specially designed core-shell structured powders, the investigators demonstrated that a bulk-like metal coating is deposited by creating ultra-high temperature molten droplet. It will be found that such coatings present excellent properties and performance comparable to bulk materials. Moreover, it will be shown that, for ductile metal alloys, the solution-impermeable dense metal coatings can be deposited by using the novel in-situ shot-peening assisted cold spraying.