Investigations on interfaces between light weight alloys (aluminum AA7022 and magnesium AZ91) and optimized cold gas sprayed (CGS) zinc-based coatings are carried out. The analyses include standard optical and scanning electron microscopy (SEM) as well as transmission electron microscopy (TEM). By using TEM resolution within nanometric dimensions is realized. Investigations by SEM show areas of an intensive mixing between substrate and coating material with a number of different grey values due to element contrast. By EDXS analyses in a 1 µm broad transition zone increased zinc concentration compared to the substrate material is detected. TEM investigations prove that in this transition zone no homogeneous solid solution exists, but additionally submicron and nanosized intermetallic phases with different concentration of aluminum, zinc and magnesium are found. Due to these results an intensive mechanical interaction must take place at the substrate-coating interface during CGS. Thus bond strength does not only depend on physical and chemical adhesion or thin metallurgically affected zones, but also highly on effects of mechanical alloying.