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NiCoCrAlY coatings are commonly used as bond-coat in thermal barrier coatings due to their excellent high-temperature oxidation resistance and suitable thermal expansion coefficient between the superalloy substrate and ceramic top layer. Previous studies have shown that the NiCoCrAlY coatings prepared by cold spray (CS) exhibit excellent comprehensive properties. In the process of cold spray, the solid particles impact onto the substrate with a high velocity, powder particles and the substrate undergo plastic deformation, and the coating is deposited finally. When the velocity of the impacted particles reaches a certain value (critical velocity), the particles can be effectively deposited on the substrate. Due to the short impact time and large plastic deformation of the cold spray process, the process is difficult to be observed in the actual experiment process in real time. Therefore, the current work has used the explicit dynamics method in finite element numerical simulation to simulate the deposition behavior of the particle during the cold spray process. By changing the impact velocities and sizes of particles, the changes in temperature (TEMP), equivalent plastic strain (PEEQ), deformation characteristics of the particle and substrate after particles being completely deposited on the substrate have been obtained. The critical velocity of particle deposition is about 600 m/s, and the larger the particle, the easier it is to deposit. And the current modeling and simulation work provided the theory instruction for the preparation of NiCoCrAlY coatings with excellent performance via cold spray.