The effect of an alumina shell (4 µm thick), obtained by mechanofiision, on stainless steel particles (d = 55 µm) used in plasma sprayed has been studied by examining the corresponding composite spraying particles collected in flight, their resulting splats and coatings. Without alumina, the collected sprayed stainless steel particles exhibit dark spots within their clear cross section, dark spots which display chromium and oxygen elements prominently which seems to be CrO (XRD). The composite sprayed particles are less oxidized. Part of them keep their alumina shell broken but still covering the whole stainless steel particles. The EDS analysis of the distribution of the various elements in the corresponding splats shows that the alumina is dispersed in pieces and frozen over the surface of the stainless steel splat. The other part have their alumina shell completely fused and entrained by the flow to the tail of the moving droplet. In this case, the alumina is spread exactly on the stainless steel splat. Whatever may be the type of particles, without preheating the substrate the splats are extensively fingered and become circular when the stainless steel substrate surface is preheated over 200 °C. Finally, when comparing coatings on a rough (Ra ~ 6.7 ± 0.3 µm) stainless steel substrate preheated to 400 °C, both hardness and adhesion/cohesion are found to be improved for the alumina coated particles.