A computational fluid dynamics (CFD) simulation for analyzing fluid flow patterns in a plasma spray gun is presented in this study. It is coupled with a heat transfer simulation of the plasma spray gun. Based on CFD and heat transfer theory, the numerical model of the nozzle in the plasma spray gun is developed, and the coupled simulation of the flow fluid and heat transfer is carried out with the semi-implicit method for pressurelinked equations (SIMPLE) method. Local turbulence, which will lead to appearance of a static-water region, is found at the front corner of the cooling channel in the nozzle. The locations insufficiently cooled are found in the wall near the heat source and in the gasket in the rear of the nozzle. Then, cooling processes with different parameters of cooling water are analyzed. The optimal velocity and direction of cooling water, which efficiently cool the nozzle and improve the service life of the plasma jet, are obtained.