During cold spraying (CS), heat exchange between the hot driving gas and the solid bodies, e.g., spray nozzle and substrate, results in the temperature redistribution within the solid bodies. In this study, numerical and experimental investigations on the heating behavior of the substrate and nozzle wall were conducted to clarify the temperature distribution within the solid bodies in CS. The results show that after heating by the hot gas, the highest temperature presents at the center point of the substrate and decreases toward the substrate back surface and edge. With increasing standoff distance or decreasing inlet temperature, the substrate temperature decreases gradually, but the temperature gradient within the substrate changes little. The numerical results are consistent with the experimental measurements. Besides, it is also found that increasing the substrate size (diameter) can lead to the gradual increment in the substrate temperature. Moreover, the numerical study on the temperature distribution within the nozzle wall reveals that the highest temperature presents at the throat section of the nozzle and that the nozzle material significantly affects the temperature distribution within the nozzle wall.