Conventional testing procedures often encounter challenges to characterize the mechanical properties of deposits of limited thickness such as coatings. To overcome this limitation, the literature has explored various miniature-testing methods, and, among these, the small punch test has emerged as a promising solution offering the main advantage of requiring a minimal volume of material. This study focuses on cold sprayed deposits in as-sprayed and thermally treated conditions and presents the results of an experimental campaign of mechanical characterization of 316L steel and copper deposits. In parallel, small punch tests are simulated numerically with inverse analysis to estimate comprehensively the stress-strain curves. Results suggest an extremely brittle behavior of the as-sprayed specimens and a good agreement between the experimental and numerical estimations of the mechanical properties of the ductile thermally treated specimens. Ultimately, the findings highlighted the sensibility of the small punch test to the microstructure and its gradients of cold sprayed deposits.