Abstract Particle size is a crucial parameter in the High Velocity Oxy-Fuel thermal spray processing that directly affects coating microstructure and porosity, and eventually, coating strength, and hardness. In this work, commercially available NiCoCrAlYSi powder with and without 2 wt.% nano alumina powder particles were cryomilled for 8, 12 and 16 h. The microstructure and morphology of these powders were characterized by X-ray diffraction, scanning electron microscope and energy dispersive spectroscopy and particle size distribution obtained with Image Analyzer and Particle Size Analyzer. The average agglomerate size increased with milling time for NiCoCrAlYSi powder, but adding Al2O3 particles caused a reduction in average particle size after cryomilling. After 12 h cryomilling, the Al2O3 particles were distributed homogeneously inside NiCoCrAlYSi particles. Cryomilling of NiCoCrAlYSi powder led to the formation of flake-shaped agglomerates, but cryomilling of NiCoCrAlYSi powder mixed with nano-sized alumina after 12 h led to the formation of highly irregular agglomerates and particle size distribution. The broadening of characteristic Ni,Cr-rich (γ phase) and Ni3Al (γ′ phase) peaks with milling time and the absence of the β peak on the milled powder were observed.