In order to investigate the deposition characteristics of spray particles after impacting the substrate during activated combustion-high velocity air fuel (AC-HVAF) thermal spraying process. WC-10Co-4Cr coatings were deposited on AZ80 magnesium alloy substrate by AC-HVAF thermal spraying technology. Thin layer of deposited particles were obtained by discrete deposition experiments. Types of various morphologies after deposition, formation reasons, binding mechanisms and radial and axial distributions of particles in the jet were discussed. The results show that in the process of AC-HVAF particle deposition, the embedded deposition is the main deposition morphology, and contains a small amount of broken and hollow deposition particles. In the formation process of the coating, the embedded deposition plays an important role in the bonding performance of the coating-substrate. The small cavity type deposition particle and the large broken type deposition particle are the main reasons for the decline of deposition efficiency. The spray particles are mainly concentrated in the jet center, and the closer to the jet edge, the more cavity type particles are deposited, which ultimately leads to the spatial distribution characteristics of AC-HVAF particle jet.