Particles of the Fe-Al type (less than 50 µm in diameter) were sprayed onto the 045 steel substrate by means of the detonation method. The TEM, SAED and EDX analyses revealed that the Fe-Al particles have been partially melted in the experiment of coating formation. Particle undergone melting even within about 80% of its volume. Therefore, solidification of the melted part of particles was expected. Solidification differed significantly due to a large range of chemical composition of applied particles (from 15 at.% Al up to 63 at.% Al). A single particle containing 63 at.% Al was subjected to the detailed analysis, only. The TEM / SAED techniques revealed in the solidified part of particle three sub-layers: an amorphous phase, A ε , periodically situated FeAl + Fe2Al5 phases, and a non-equilibrium phase, Nε . A hypothesis dealing with the inter-metallic phases formation in such a single particle of the nominal composition 0 N = 0.63 is presented. At first, the solid / liquid system is treated as an interconnection: substrate liquid nonmelted particle part / / . Therefore, it is suggested that the solidification occurs simultaneously in two directions: towards a substrate and towards a non-melted part of particle. The solidification mechanism is referred to the Fe-Al meta-stable phase diagram. It is shown that the melted part of particle solidifies rapidly according to the phase diagram of meta-stable equilibrium and at a significant deviation from the thermodynamic equilibrium.