The bonding at the interface in cold sprayed coating is considered to be a very crucial factor determining its mechanical properties, physical and chemical behavior such as tensile strength, hardness, electrical and thermal conductivities, as well as corrosion resistance. Therefore, in this study the deformation behavior of the particle initial surface is investigated in order to reveal the evolution of free-oxide interface during the high-velocity particle impact in cold spray. The variation of the stress at the interface during the impact is also examined to evaluate the bonding between particle and substrate, and further to predict the bonding strength for the experiments. Results show that the area ratio of the free-oxide interface and the whole interface are 0.52, 0.7 and 0.76, respectively, for the case of copper particle impact at 500 m/s, 800 m/s and 1100 m/s. Moreover, the free-oxide interface in case of 800 m/s is about 3 times as much as that in case of 500 m/s while the free-oxide interface of 1100 m/s is approximately 5 times as much as that of 500 m/s. The compressive stress in the normal direction at the position where free-oxide interface occurs is higher than the yield strength of the material and during the whole impact, the tensile stress is no more than the tensile strength of the material.