Cold spray is a well-established thermal spray process for metal coatings, but it is unsuitable for depositing ceramics. However, cold spray has been used to spray a thin layer of ceramics to improve surface properties. This paper aims to find the spraying parameters to deposit alumina particles onto an aluminum substrate, investigating the retention phenomenon through computational modelling. We used the finite element analysis in the coupled Eulerian Lagrange formulation to predict the particle-substrate interaction. The Johnson-Cook plasticity model and Mie-Gruneisen equation of state were employed to describe the substrate behaviour. Alumina particles were assumed to be elastic. To assess the retention phenomenon, we varied spraying parameters such as particle speed, substrate temperature, and deposition angle. The findings showed that initial velocity and the substrate temperature facilitate penetration of the ceramic particles into the substrate; thus, the penetration increases the chance of retention into the substrate. The deposition angle affects the jet shape, and specific deposition angles cause erosion. Overall, the findings denote that certain cold spraying parameters may improve the retention of ceramic particles into metal substrates.