In this study, Ni-chrome alloy particles were thermally sprayed onto a variety of substrate materials using the high velocity air fuel (HVAF) technique. Although the various substrate materials were sprayed using identical powder material and thermal spray conditions, the type and variation of splat morphologies was strongly dependent on the substrate material. Predominantly solid particles are observed penetrating deeply into softer substrates, such as aluminium, whereas molten splats were observed in harder substrates, which resisted particle penetration. While the observed correlation between molten splats and substrate hardness could be due a dependency of deposition efficiencies of solid particles and molten splats on the substrate material, it was found that conversion of particle kinetic energy into plastic deformation and heat, dependent on substrate hardness, can make a significant contribution towards explaining the observed behaviour.