Vacuum Plasma Spraying has been used to produce coatings onto steel substrates. This work deals with the study of splat morphology of the NiTi alloy sprayed by VPS onto different substrates (aluminium, copper, stainless steel, glass and alumina). All the previous characteristics are discussed in terms of wettability and thermal conductivities regarding the rapid cooling involved in the process. Although identical conditions were used during thermal spraying, a wide variety of splat formations were observed; commonly, slushy or splash/disc splats are formed depending on whether the particles have partially or fully melted. The thermal effusivity of the substrate material, which is a measure of its ability to exchange thermal energy with its surroundings, seems to play an important role promoting more or less spreading. The higher the thermal effusivity is, the more rapidly the splats are cooled, thus starting the solidification before they come to rest and, changing their morphology.