In general, thermal spraying involves high temperatures that can be deleterious for the microstructure and deformation of the substrate. As a consequence, the use of a cooling system during spraying is often necessary. Meanwhile, in some cases, a too low surface temperature can induce a loss of properties, in particular concerning adherence and coating density. Therefore, it would be sometimes interesting to combine pre-heating and cooling stages with the plasma spray. A specific process, named HeatCool, was developed and patented to ensure a precise control of the temperature at the spraying location. The present work was focused on the study of the influence of pre-heating and cryogenic cooling conditions on the microstructure and mechanical characteristics of NiCrFeBSi self-fluxing alloy deposited by d.c. plasma spray technique. Firstly, a comparison between air and CO2 cooling was conducted to assess the efficiency corresponding to the specific use of cryogenic CO2. The main characteristics studied were the microhardness, roughness, porosity, mechanical deformations, morphology and crystallographic structures. Optimising the cooling methods and conditions combined with the process parameters improved microhardness of the plasma sprayed metal alloy and induced lower strain deformation of the substrate. Secondly, the pre-heating system was added to the device and the HeatCool process was evaluated. The process was demonstrated to be an efficient mean to enhance the structural and mechanical characteristics of coatings made of self-fluxing alloy.