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Cold-gas spray (CGS) deposition of amorphous steel coatings starting from a commercial feedstock powder containing boron, tungsten, and silicon was investigated. Microstructural characterization, carried out by X-ray diffraction (XRD), transmission electron microscopy, and backscattered electron diffraction (EBSD) analysis, confirmed the amorphous nature of deposited coatings. The amorphization phenomenon is related to high-strain/strain-rate deformation with shear instability caused by very high particle kinetic energy, with a mechanism that resembles the severe plastic deformation process. The CGS coatings were heat-treated at temperatures ranging from 650 to 850 °C to induce partial recrystallization. The effect of nanocrystal nucleation and growth on the hardness of the coatings was investigated, and the hardness of heat-treated samples was found to increase with respect to as-sprayed coatings, outperforming conventional high-velocity oxy-fuel (HVOF) deposits. Hardness was found to decrease after prolonged (<90 min) or higher temperature (>750 °C) exposures.