In cold spraying, oxide-free interface is an important factor for fresh metal bonding between particles and substrate, which determines the bonding strength and final coating quality. In this study, a well-designed experiment was performed to examine the deformation behaviour of the oxide film on copper alloy particle surface after deposition. The experiment results show that partial oxide film could be disrupted during the high-speed impact. However, most of the oxide films were found to remain intact after particle deposition, which limited the exposure of oxide free interface. The presence of oxide film at the interfaces between deposited particles and substrate seriously affected the metallurgical bonding. Besides, substrate material is found to have a strong influence on the deformation behaviour and final state of the oxide film. The study also demonstrated that the bonding mode between deposited particle and substrate strongly depends on the type of substrate.