Roughening the substrate surface is essential for thermal sprayed coatings. In this regard, sandblasting has established itself as an easy to use surface conditioning procedure. The quality of the obtained roughness depends on the conditions of the sandblasting material, adjusted parameters, and the kind of the process execution (manual or mechanical). These preconditions limit the reproducibility of the roughness obtained. Sandblasting causes residual compressive stress and may also lead to the inclusion of sand particles and notches in the roughened surface, which affects the interfacial properties of the coating, as well as the flexural strength of the coated parts. The hardness of the roughened surface plays, thereby, an important role. However, in order to reliably avoid these effects, microfinishing can be used as an alternative to generate a homogenous roughened substrate surface, control the induced residual stresses, and increase the reproducibility. In addition, the roughened surface pattern can be produced during the chip forming process of the to-be-coated parts. The utilization of the appropriate combination of machining processes and parameters should lead to the required surface pattern and thus to an enhanced coating adhesion and flexural strength of the coated part. The induced residual stresses and the quality of the obtained surface roughness have a significant influence on the coating adhesion and the lifespan of the coated parts. This paper aims to analyze, as a first step, the effect of the turning and microfinishing on the surface conditioning of the bearing steel 100Cr6 (AISI 52100). The investigation concludes by comparing the microfinished with the sandblasted surfaces with regard to the interface to and the adhesion of the WC–Co high velocity oxygen fuel (HVOF) sprayed coatings on them. Surface conditioning plays a decisive role by the induced residual stresses and the elimination of adhesion defects.