In nuclear fusion reactors, the first wall is the name given to the surface which is in direct contact with the plasma. A part of it is the divertor which is a device that removes fusion products from the plasma and impurities that have entered into it from the vessel lining. It is covered with water cooled tiles which have to withstand high temperatures and high heat fluxes. Moreover, resistance to neutron bombardment, low tritium absorption and low hydrogen permeation are additional demands. One materials concept under research is the application of a Reduced Activation Ferritic Martensitic Steel (RAFM) as a structural material with a tungsten protective coating. Since there is a considerable thermal mismatch between, a functional graded materials (FGM) concept was proposed. As the formation of undesired intermetallic Fe-W phases as well as oxidation should be avoided, cold gas spraying was chosen as manufacturing process. Two powder blends of EUROFER97 RAFM steel and a fine tungsten powder cut on the one hand and a coarser one on the other hand were tested in different ratios. The coatings were characterized with respect to their porosity and surface structure. Furthermore, the deposition efficiencies for steel and tungsten were determined each. It turned out, that the deposition process is a complex mixed situation of bonding and erosion mechanisms as the deposition windows of these very different materials obviously diverge. Thus, a lower working gas temperature and pressure was advantageous in some cases. Unexpectedly, the coarser tungsten powder in general enabled to achieve better results.