A three-dimensional model of free-surface flows with heat transfer, including solidification, was used to model the build-up of a coating layer in a thermal spray process. The impact of several nickel particles on a stainless steel plate in different scenarios was considered. Particles diameter ranged from 40 to 80 µm and their impact velocity ranged from 40 to 80 m/s. Particles were initially super-heated; their temperature ranged from 1600 to 2000°C. Fast growth of solidification was found to be one cause of particle splashing in thermal spray coatings. Different splat morphologies obtained from the numerical model were comparable with those obtained from the experiments. Simulation of the sequential impact of two nickel particles showed side-flow jetting and particle splashing observed in experiments. The numerical model proved to be capable of simulating different impact scenarios that occur in a thermal spray; this was demonstrated by simulating nine consecutive particles during their impact on the substrate. Several characteristics of a coating layer build-up such as particle splashing and formation of small satellite droplets and rings around the splat could be seen in the numerical results. Particle splashing is one possible cause of porosity formation in thermal spray coatings.