Dynamic and thermal behaviors of particles injected into an HVOF supersonic flow were modeled using the Lagrangian formulation coupled with a moving grid system which allows to treat melting and solidification problems in a particle. The particle behaviors of alumina, Tribaloy™-400 and MCrAlY were examined by numerical simulations. Velocities calculated by this model were compared with experimental measurements available in publications. For investigating the particle temperatures for which experimental data are hardly available, qualitative experiments were conducted with an MCrAlY powder. It was thus observed that unmelted particles predicted by the numerical simulation were also found in the microstructure of the sprayed MCrAlY coating. From this work, it was shown that the established model provides a reasonable prediction of dynamic and thermal particle behaviors in HVOF flows.