A process of fabricating a thermal barrier coating is disclosed. The process includes cold spraying a substrate with a feedstock to form a thermal barrier coating and concurrently oxidizing one or more of the substrate, the feedstock, and the thermal barrier coating. The cold spraying is in a region having an oxygen concentration of at least 10%. In another embodiment, the process includes heating a feedstock with a laser and cold spraying a substrate with the feedstock to form a thermal barrier coating. At least a portion of the feedstock is retained in the thermal barrier coating. In another embodiment, the process of fabricating a thermal barrier coating includes heating a substrate with a laser and cold spraying the substrate with a feedstock to form a thermal barrier coating.