Roughening of the substrate, for instance by grit-blasting or etching, is often used before plasma spraying in order to provide a high degree of roughness that promotes mechanical interlocking of the sprayed coating and consequently improved adhesion. This study investigates the morphology and microstructure of NiCr splats formed on such rough Al substrates, where roughness was generated by a number of methods including grinding and etching. Cross sections of the splats and the splat-substrate interface were examined using a range of electron microscopy techniques. Localized substrate melting and chemical mixing with the splat material was observed, forming very particular structures. The formation of various oxides phases and voids was also noted and found to increase, along with the degree of the substrate melting, with increasing substrate roughness. The structures observed were related to the spray conditions and substrate morphology.