Mathematical modelling of the formation of the WC-Co coating structure and adhesion on copper substrate during high velocity oxygen-fuel (HVOF) spraying is provided. Smooth (polished) and rough (grit blasted) substrates are considered. Variations of solidification time, solidification velocity, thermal gradient, and cooling velocity in the coating and substrate interfacial region are studied. Formation of the amorphous and crystalline structures in the coating and of the crystalline structure in the substrate interfacial region is investigated. Behaviour of the crystal size and intercrystalline distance with respect to the thermal spray parameters and morphology of the substrate surface is analysed. Optimal conditions for the development of fine and dense crystalline structure are determined. Mechanical and thermal mechanisms of development of the substrate-coating adhesion are discussed. Results obtained agree well with experimental data.