Complex concentrated alloys (CCAs) are structural and functional materials of the future with excellent mechanical, physical, and chemical properties. Due to the equiatomic compositions of these alloys, cost can hinder scalability. Thus, the development of CCA-based coatings is critical for low-cost applications. The application of cold spray technology to CCAs is in its infancy with emphasis on transition elements of the periodic table. Current CCA-based cold spray coating systems showed better adhesion, cohesion, and mechanical properties than conventional one-principal element-based alloys. Comprehensive mechanical behavior, microstructural evolution, deformation, and cracking of cold spray CC-based coatings on the same and different substrates are reviewed. Techniques such as analytical models, finite element analysis, and molecular dynamic simulations are reviewed. The implications of the core effects (high configurational entropy and enthalpy of mixing, sluggish diffusion, severe lattice distortion, and cocktail behavior) and interfacial nanoscale oxides on the structural integrity of cold spray CCA-based coatings are discussed. The mechanisms of adiabatic heating, jetting, and mechanical interlocking, characteristics of cold spray, and areas for future research are highlighted.